Downloading ^NDX...
================================================================================ NASDAQ-100 (1986 → 2026) ================================================================================ --- OVERALL (No Regime Filter) --- Horizon │ Up % │ Avg Ret │ Avg MDD │ Med MDD ──────────────────── ┼ ────── ┼ ──────── ┼ ──────── ┼ ──────── 1 week later │ 57.7% │ +0.3% │ -1.7% │ -0.9%
1 month later │ 62.7% │ +1.3% │ -3.9% │ -2.4% 2 months later │ 66.5% │ +2.7% │ -5.6% │ -3.5%
3 months later │ 69.8% │ +4.1% │ -6.8% │ -4.2% 6 months later │ 74.3% │ +8.4% │ -9.1% │ -5.5%
1 year later │ 81.7% │ +17.3% │ -11.8% │ -7.2% --- ABOVE 200 SMA --- Horizon │ Up % │ Avg Ret │ Avg MDD │ Med MDD ──────────────────── ┼ ────── ┼ ──────── ┼ ──────── ┼ ──────── 1 week later │ 60.3% │ +0.4% │ -1.4% │ -0.7%
1 month later │ 67.7% │ +1.7% │ -3.0% │ -1.8% 2 months later │ 73.8% │ +3.5% │ -4.1% │ -2.5%
3 months later │ 78.7% │ +5.3% │ -4.7% │ -2.9% 6 months later │ 89.1% │ +10.7% │ -5.8% │ -3.2%
1 year later │ 89.2% │ +22.0% │ -7.6% │ -3.6% --- BELOW 200 SMA --- Horizon │ Up % │ Avg Ret │ Avg MDD │ Med MDD ──────────────────── ┼ ────── ┼ ──────── ┼ ──────── ┼ ──────── 1 week later │ 51.9% │ +1.5% │ -2.6% │ -1.6% 1 month later │ 54.3% │ +6.8% │ -6.1% │ -4.2% 2 months later │ 57.9% │ +15.1% │ -8.7% │ -5.7% 3 months later │ 63.1% │ +25.9% │ -10.7% │ -6.7%
6 months later │ 65.9% │ +56.3% │ -14.7% │ -8.5% 1 year later │ 74.7% │ +128.1% │ -18.5% │ -9.9% Downloading ^IXIC...
================================================================================ NASDAQ Composite (1971 → 2026) ================================================================================ --- OVERALL (No Regime Filter) --- Horizon │ Up % │ Avg Ret │ Avg MDD │ Med MDD ──────────────────── ┼ ────── ┼ ──────── ┼ ──────── ┼ ────────
1 week later │ 57.8% │ +0.2% │ -1.4% │ -0.6%
1 month later │ 61.6% │ +1.0% │ -3.3% │ -1.9%
2 months later │ 64.0% │ +2.1% │ -4.9% │ -2.9%
3 months later │ 65.6% │ +3.1% │ -6.1% │ -3.7%
6 months later │ 69.9% │ +6.3% │ -8.6% │ -5.1%
1 year later │ 75.9% │ +12.8% │ -11.8% │ -7.2% --- ABOVE 200 SMA --- Horizon │ Up % │ Avg Ret │ Avg MDD │ Med MDD ──────────────────── ┼ ────── ┼ ──────── ┼ ──────── ┼ ──────── 1 week later │ 61.4% │ +0.3% │ -1.1% │ -0.4%
1 month later │ 68.0% │ +1.4% │ -2.6% │ -1.4% 2 months later │ 72.0% │ +2.8% │ -3.7% │ -2.0%
3 months later │ 75.9% │ +4.2% │ -4.4% │ -2.5% 6 months later │ 87.4% │ +8.5% │ -5.9% │ -2.8%
1 year later │ 86.1% │ +17.2% │ -7.9% │ -3.4% --- BELOW 200 SMA --- Horizon │ Up % │ Avg Ret │ Avg MDD │ Med MDD ──────────────────── ┼ ────── ┼ ──────── ┼ ──────── ┼ ──────── 1 week later │ 50.8% │ +0.9% │ -2.0% │ -1.1% 1 month later │ 50.1% │ +3.8% │ -5.1% │ -3.5%
2 months later │ 54.6% │ +7.8% │ -7.5% │ -5.4% 3 months later │ 56.2% │ +12.0% │ -9.4% │ -6.7% 6 months later │ 59.1% │ +26.1% │ -13.2% │ -9.8%
1 year later │ 72.6% │ +59.5% │ -17.4% │ -12.6%
Downloading ^NDX...
10181 trading days: 1985-10-01 → 2026-02-27
C:\Users\Chris\AppData\Local\Temp\ipykernel_7608\640133298.py:140: FutureWarning: Styler.applymap has been deprecated. Use Styler.map instead. .applymap(color_pct, subset=pct_cols)
| Event | Date | Category | T0 Price | Day 1 | Week 1 | 1 Month | 3 Months | 6 Months | 12 Months | Max DD (3mo) | Notes | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | US Bombs Libya | 1986-04-15 | Targeted Strike | 154.92 | 2.6% | 1.9% | 1.3% | -5.6% | -9.2% | 18.7% | -5.6% | Op El Dorado Canyon |
| 1 | Gulf War I - Iraq Invades Kuwait | 1990-08-02 | Regional War | 218.97 | -2.9% | -4.5% | -11.6% | -21.2% | 6.1% | 25.2% | -21.2% | Saddam invades Kuwait, oil spikes |
| 2 | Gulf War I - Desert Storm Begins | 1991-01-17 | Regional War | 209.26 | 1.1% | 5.0% | 18.7% | 32.7% | 27.2% | 68.2% | 0.0% | US-led air campaign begins |
| 3 | NATO Bombs Yugoslavia | 1999-03-24 | Targeted Strike | 2,013.55 | 3.5% | 4.6% | 9.8% | 11.2% | 24.9% | 128.3% | 0.0% | Op Allied Force, Kosovo |
| 4 | 9/11 Terrorist Attacks | 2001-09-11 | Terrorism | 1,365.39 | -8.3% | -17.5% | 1.0% | 17.3% | 10.3% | -33.5% | -17.5% | Markets closed Sep 11-16 |
| 5 | Afghanistan War Begins | 2001-10-07 | Regional War | 1,271.73 | 0.6% | 9.6% | 16.4% | 29.7% | 5.8% | -36.7% | 0.0% | Op Enduring Freedom |
| 6 | Iraq War Begins | 2003-03-20 | Regional War | 1,080.24 | 1.2% | -1.7% | 0.1% | 13.5% | 29.6% | 29.5% | -1.7% | Shock and Awe |
| 7 | Israel-Lebanon War | 2006-07-12 | Terrorism | 1,501.46 | -1.6% | -0.7% | -0.3% | 12.8% | 22.2% | 35.3% | -1.6% | Hezbollah raid triggers invasion |
| 8 | Russia Invades Georgia | 2008-08-08 | Regional War | 1,926.23 | 0.8% | 1.6% | -10.6% | -35.5% | -33.5% | -16.4% | -35.5% | 5-day war, GFC underway |
| 9 | Libya / NATO Intervention | 2011-03-19 | Targeted Strike | 2,221.07 | 1.9% | 4.3% | 3.2% | -1.3% | 3.8% | 23.1% | -1.3% | Op Unified Protector |
| 10 | Russia Annexes Crimea | 2014-03-18 | Regional War | 3,706.62 | -0.6% | -2.1% | -4.7% | 2.0% | 9.7% | 19.3% | -4.7% | Crimea annexed from Ukraine |
| 11 | US Strikes Syria | 2017-04-07 | Targeted Strike | 5,418.37 | 0.1% | -0.4% | 4.8% | 5.1% | 11.9% | 22.1% | -0.4% | 59 Tomahawks, chem weapons |
| 12 | US Kills Soleimani | 2020-01-03 | Targeted Strike | 8,793.90 | 0.6% | 2.0% | 6.1% | -14.4% | 20.6% | 44.4% | -14.4% | Iran tensions spike |
| 13 | Russia Invades Ukraine | 2022-02-24 | Regional War | 13,974.67 | 1.5% | 0.4% | 5.6% | -14.5% | -5.9% | -13.7% | -14.5% | Full-scale invasion, rate hikes |
| 14 | Israel-Hamas War (Oct 7) | 2023-10-07 | Terrorism | 14,973.24 | 0.5% | 0.1% | 1.2% | 11.2% | 21.3% | 34.3% | 0.0% | Hamas attack on Israel |
| 15 | Iran Strikes Israel | 2024-04-13 | Terrorism | 18,003.49 | -1.6% | -5.4% | 1.1% | 13.2% | 12.6% | 4.6% | -5.4% | 300+ drones/missiles, first direct |
C:\Users\Chris\AppData\Local\Temp\ipykernel_7608\640133298.py:179: FutureWarning: Styler.applymap has been deprecated. Use Styler.map instead. .applymap(lambda v: "color: #006100; font-weight: bold" if isinstance(v, float) and v > 0.001
| Average | Median | % Positive | Best | Worst | Std Dev | Count | |
|---|---|---|---|---|---|---|---|
| Window | |||||||
| Day 1 | -0.0% | 0.6% | 69% | +3.5% | -8.3% | 2.7% | 16 |
| Week 1 | -0.2% | 0.3% | 56% | +9.6% | -17.5% | 5.9% | 16 |
| 1 Month | 2.6% | 1.3% | 75% | +18.7% | -11.6% | 8.1% | 16 |
| 3 Months | 3.5% | 8.1% | 62% | +32.7% | -35.5% | 18.3% | 16 |
| 6 Months | 9.8% | 11.1% | 81% | +29.6% | -33.5% | 16.1% | 16 |
| 12 Months | 22.0% | 22.6% | 75% | +128.3% | -36.7% | 39.9% | 16 |
C:\Users\Chris\AppData\Local\Temp\ipykernel_7608\640133298.py:208: FutureWarning: Styler.applymap has been deprecated. Use Styler.map instead. .applymap(color_pct, subset=pct_cols[:-1])
| N | Day 1 | Week 1 | 1 Month | 3 Months | 6 Months | 12 Months | |
|---|---|---|---|---|---|---|---|
| Category | |||||||
| Targeted Strike | 5 | 1.7% | 2.5% | 5.1% | -1.0% | 10.4% | 47.3% |
| Regional War | 7 | 0.2% | 1.2% | 2.0% | 1.0% | 5.6% | 10.8% |
| Terrorism | 4 | -2.7% | -5.9% | 0.7% | 13.6% | 16.6% | 10.2% |
C:\Users\Chris\AppData\Local\Temp\ipykernel_7608\640133298.py:239: FutureWarning: Styler.applymap has been deprecated. Use Styler.map instead. .applymap(color_pct, subset=chg_cols)
| Event | T0 Date | T0 Price | Day 1 Date | Day 1 Price | Day 1 Chg% | Week 1 Date | Week 1 Price | Week 1 Chg% | 1 Month Date | 1 Month Price | 1 Month Chg% | 3 Months Date | 3 Months Price | 3 Months Chg% | 6 Months Date | 6 Months Price | 6 Months Chg% | 12 Months Date | 12 Months Price | 12 Months Chg% | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | US Bombs Libya | 1986-04-15 | 154.92 | 1986-04-16 | 158.90 | 0.025658 | 1986-04-22 | 157.86 | 0.018978 | 1986-05-14 | 157.01 | 0.013459 | 1986-07-15 | 146.26 | -0.055932 | 1986-10-13 | 140.68 | -0.091951 | 1987-04-13 | 183.95 | 0.187355 |
| 1 | Gulf War I - Iraq Invades Kuwait | 1990-08-02 | 218.97 | 1990-08-03 | 212.60 | -0.029068 | 1990-08-09 | 209.12 | -0.044961 | 1990-08-31 | 193.62 | -0.115792 | 1990-10-31 | 172.55 | -0.211970 | 1991-01-31 | 232.43 | 0.061447 | 1991-08-01 | 274.24 | 0.252409 |
| 2 | Gulf War I - Desert Storm Begins | 1991-01-17 | 209.26 | 1991-01-18 | 211.49 | 0.010680 | 1991-01-24 | 219.79 | 0.050296 | 1991-02-15 | 248.34 | 0.186729 | 1991-04-18 | 277.78 | 0.327440 | 1991-07-18 | 266.23 | 0.272269 | 1992-01-16 | 351.92 | 0.681712 |
| 3 | NATO Bombs Yugoslavia | 1999-03-24 | 2,013.55 | 1999-03-25 | 2,083.35 | 0.034665 | 1999-03-31 | 2,106.39 | 0.046108 | 1999-04-23 | 2,210.44 | 0.097782 | 1999-06-23 | 2,239.33 | 0.112130 | 1999-09-22 | 2,513.94 | 0.248511 | 2000-03-22 | 4,596.81 | 1.282938 |
| 4 | 9/11 Terrorist Attacks | 2001-09-10 | 1,365.39 | 2001-09-17 | 1,252.70 | -0.082533 | 2001-09-21 | 1,126.95 | -0.174631 | 2001-10-15 | 1,378.92 | 0.009909 | 2001-12-13 | 1,601.91 | 0.173225 | 2002-03-18 | 1,505.89 | 0.102901 | 2002-09-16 | 908.48 | -0.334637 |
| 5 | Afghanistan War Begins | 2001-10-05 | 1,271.73 | 2001-10-08 | 1,279.63 | 0.006212 | 2001-10-12 | 1,393.84 | 0.096019 | 2001-11-05 | 1,480.21 | 0.163934 | 2002-01-07 | 1,649.83 | 0.297312 | 2002-04-09 | 1,345.32 | 0.057866 | 2002-10-07 | 804.64 | -0.367287 |
| 6 | Iraq War Begins | 2003-03-20 | 1,080.24 | 2003-03-21 | 1,093.12 | 0.011923 | 2003-03-27 | 1,061.93 | -0.016950 | 2003-04-21 | 1,081.04 | 0.000741 | 2003-06-19 | 1,225.89 | 0.134831 | 2003-09-18 | 1,400.13 | 0.296129 | 2004-03-19 | 1,398.58 | 0.294694 |
| 7 | Israel-Lebanon War | 2006-07-12 | 1,501.46 | 2006-07-13 | 1,478.16 | -0.015518 | 2006-07-19 | 1,490.60 | -0.007233 | 2006-08-10 | 1,496.28 | -0.003450 | 2006-10-10 | 1,693.29 | 0.127762 | 2007-01-11 | 1,834.86 | 0.222051 | 2007-07-13 | 2,032.16 | 0.353456 |
| 8 | Russia Invades Georgia | 2008-08-08 | 1,926.23 | 2008-08-11 | 1,941.23 | 0.007787 | 2008-08-15 | 1,957.56 | 0.016265 | 2008-09-09 | 1,721.55 | -0.106259 | 2008-11-06 | 1,241.97 | -0.355233 | 2009-02-09 | 1,281.65 | -0.334633 | 2009-08-10 | 1,610.43 | -0.163947 |
| 9 | Libya / NATO Intervention | 2011-03-18 | 2,221.07 | 2011-03-21 | 2,262.70 | 0.018743 | 2011-03-25 | 2,316.36 | 0.042903 | 2011-04-18 | 2,292.34 | 0.032088 | 2011-06-17 | 2,192.96 | -0.012656 | 2011-09-16 | 2,306.09 | 0.038279 | 2012-03-19 | 2,733.26 | 0.230605 |
| 10 | Russia Annexes Crimea | 2014-03-18 | 3,706.62 | 2014-03-19 | 3,682.74 | -0.006443 | 2014-03-25 | 3,629.73 | -0.020744 | 2014-04-16 | 3,533.09 | -0.046816 | 2014-06-17 | 3,781.32 | 0.020153 | 2014-09-16 | 4,067.27 | 0.097299 | 2015-03-18 | 4,422.50 | 0.193135 |
| 11 | US Strikes Syria | 2017-04-07 | 5,418.37 | 2017-04-10 | 5,421.68 | 0.000611 | 2017-04-17 | 5,399.20 | -0.003538 | 2017-05-09 | 5,678.31 | 0.047974 | 2017-07-10 | 5,694.15 | 0.050897 | 2017-10-06 | 6,064.57 | 0.119261 | 2018-04-10 | 6,615.87 | 0.221007 |
| 12 | US Kills Soleimani | 2020-01-03 | 8,793.90 | 2020-01-06 | 8,848.52 | 0.006211 | 2020-01-10 | 8,966.64 | 0.019643 | 2020-02-04 | 9,334.06 | 0.061424 | 2020-04-03 | 7,528.11 | -0.143940 | 2020-07-06 | 10,604.06 | 0.205843 | 2021-01-04 | 12,694.66 | 0.443576 |
| 13 | Russia Invades Ukraine | 2022-02-24 | 13,974.67 | 2022-02-25 | 14,189.16 | 0.015349 | 2022-03-03 | 14,035.21 | 0.004332 | 2022-03-25 | 14,754.31 | 0.055789 | 2022-05-25 | 11,943.93 | -0.145316 | 2022-08-25 | 13,143.58 | -0.059471 | 2023-02-27 | 12,057.79 | -0.137168 |
| 14 | Israel-Hamas War (Oct 7) | 2023-10-06 | 14,973.24 | 2023-10-09 | 15,047.15 | 0.004936 | 2023-10-13 | 14,995.12 | 0.001461 | 2023-11-06 | 15,154.93 | 0.012134 | 2024-01-08 | 16,649.87 | 0.111975 | 2024-04-09 | 18,169.90 | 0.213492 | 2024-10-08 | 20,107.78 | 0.342914 |
| 15 | Iran Strikes Israel | 2024-04-12 | 18,003.49 | 2024-04-15 | 17,706.83 | -0.016478 | 2024-04-19 | 17,037.65 | -0.053647 | 2024-05-13 | 18,198.61 | 0.010838 | 2024-07-15 | 20,386.88 | 0.132385 | 2024-10-11 | 20,271.97 | 0.126002 | 2025-04-15 | 18,830.23 | 0.045921 |
===========================================================================
NASDAQ-100 WAR EVENT STUDY — CONSOLE SUMMARY
===========================================================================
Day 1: avg=-0.0% med=+0.6% %pos=69% worst=-8.3% best=+3.5% n=16
Week 1: avg=-0.2% med=+0.3% %pos=56% worst=-17.5% best=+9.6% n=16
1 Month: avg=+2.6% med=+1.3% %pos=75% worst=-11.6% best=+18.7% n=16
3 Months: avg=+3.5% med=+8.1% %pos=62% worst=-35.5% best=+32.7% n=16
6 Months: avg=+9.8% med=+11.1% %pos=81% worst=-33.5% best=+29.6% n=16
12 Months: avg=+22.0% med=+22.6% %pos=75% worst=-36.7% best=+128.3% n=16
===========================================================================
⏳ Downloading NASDAQ-100 full history...
✅ 10,181 trading days | 1985-10-01 → 2026-02-27
============================================================ CURRENT DRAWDOWN SNAPSHOT ============================================================ All-Time High: 26,119.85 on 2025-10-29 Trough: 24,054.38 on 2025-11-20 Max Drawdown: -7.91% Current Price: 24,960.04 Current Drawdown: -4.44% Days Since ATH: 121 Days ATH → Trough: 22 Points to Recover: 1,159.81 (4.4%) ============================================================ 📊 Depth percentile: 0% of corrections were shallower 📊 Duration percentile: 21% of corrections had a faster decline
✅ Dashboard complete. 💡 Current drawdown: -4.44% from ATH of 26,120 on 2025-10-29
╔═══════════════════════════════════════════════════════════════════════════════╗ ║ NASDAQ 100 — DIAMOND HANDS DASHBOARD ║ ║ 24,960.04 | 2026-02-27 ║ ║ ATH: 26,119.85 (2025-10-29) | Current DD: -4.44% | 121d ago ║ ╚═══════════════════════════════════════════════════════════════════════════════╝ ════════════════════════════════════════════════════════════════════════════════ 1. HOLDING PERIOD WIN RATES — % of time you're positive after N days ════════════════════════════════════════════════════════════════════════════════ Period Win % Avg Ret Med Ret Avg Win Avg Loss Worst ────────────────────────────────────────────────────────────────────── 1 wk 58.0% +0.33% +0.53% +2.42% -2.57% -28.46% 2 wk 59.9% +0.65% +0.93% +3.43% -3.51% -35.67% 1 mo 63.0% +1.36% +1.68% +5.16% -5.11% -37.39% 3 mo 69.7% +4.13% +4.76% +9.96% -9.30% -46.34% 6 mo 74.0% +8.37% +9.36% +15.91% -13.07% -59.54% 1 yr 82.1% +17.37% +17.37% +26.15% -22.73% -69.83% 2 yr 85.7% +37.75% +31.34% +48.90% -28.85% -78.11% ════════════════════════════════════════════════════════════════════════════════ 2. DRAWDOWN RECOVERY — How fast do pullbacks recover? ════════════════════════════════════════════════════════════════════════════════ Pullback Count Med Recovery Avg Recovery Max Recovery % < 60d ──────────────────────────────────────────────────────────────────────────── ≥ 5% 86 30d 115d 3924d 72.3% (3 open) ≥ 10% 43 51d 169d 3921d 55.8% ≥ 15% 16 86d 368d 3916d 31.2% ≥ 20% 10 99d 556d 3914d 40.0% ≥ 30% 5 405d 1714d 3912d 0.0% ════════════════════════════════════════════════════════════════════════════════ 3. RED DAY REVERSAL — After a bad day, what happens next? ════════════════════════════════════════════════════════════════════════════════ Day drop Next day + Next wk + Next mo + Avg next wk Avg next mo ──────────────────────────────────────────────────────────────────────────────── ≥ 1.0% 53.7% 58.3% 61.2% +0.57% +1.55% ≥ 1.5% 54.3% 57.5% 60.3% +0.63% +1.52% ≥ 2.0% 54.9% 57.6% 56.8% +0.66% +1.19% ≥ 3.0% 56.2% 55.6% 53.3% +0.58% +0.86% ≥ 4.0% 57.7% 59.0% 53.2% +1.04% +1.34% ≥ 5.0% 52.2% 62.7% 55.2% +1.05% +2.64% ════════════════════════════════════════════════════════════════════════════════ 4. COST OF MISSING THE BEST DAYS — Why timing kills returns ════════════════════════════════════════════════════════════════════════════════ Over the last 20 years (5,040 trading days): Scenario Total Return CAGR ────────────────────────────────────────────────────────────── Buy and hold +1401.9% +14.51% Miss best 5 days +804.7% +11.64% Miss best 10 days +548.3% +9.80% Miss best 20 days +272.5% +6.80% Miss best 30 days +138.1% +4.43% Miss best 50 days +8.0% +0.38% Of the 10 best days, 8 occurred within 5 trading days of the 10 worst days. Getting shaken out on a bad day = missing the recovery. ════════════════════════════════════════════════════════════════════════════════ 5. MAX ADVERSE EXCURSION — How much pain before profit? ════════════════════════════════════════════════════════════════════════════════ For entries that were PROFITABLE at the horizon, how bad did the drawdown get along the way? Horizon Entries Win % Med MAE P75 MAE P90 MAE Worst MAE ────────────────────────────────────────────────────────────────────────
1 mo 10,159 63.0% -1.00% -2.54% -4.35% -21.02% 3 mo 10,117 69.7% -2.40% -4.94% -7.75% -29.28%
6 mo 10,054 74.0% -3.45% -7.00% -11.49% -28.03% 1 yr 9,928 82.1% -5.38% -10.43% -15.13% -38.94% Read: Even winning 1yr trades had a median intra-period drawdown of ~X%. The pain is normal. The question is whether you hold through it. ════════════════════════════════════════════════════════════════════════════════ 6. UGLY YEARS THAT ENDED WELL — Intra-year pain in good years ════════════════════════════════════════════════════════════════════════════════ Years with ≥15% annual return — what was the max intra-year drawdown? Year Annual Ret Max Intra-Yr DD Worst Date ──────────────────────────────────────────────────────── 1985 +19.4% -3.3% Oct 08 1989 +28.2% -11.0% Dec 18 1991 +65.6% -11.5% Jun 24 1995 +44.8% -11.8% Dec 18 1996 +40.2% -14.4% Jul 23 1997 +21.5% -18.2% Dec 24 1998 +82.1% -23.0% Oct 08 1999 +99.9% -12.0% Aug 10 2003 +42.8% -13.1% Feb 13 2007 +18.5% -11.5% Nov 12 2009 +47.2% -18.6% Mar 09 2010 +17.6% -15.9% Jul 02
2013 +30.8% -6.0% Jun 24 2014 +18.9% -8.2% Oct 16 2017 +30.2% -4.9% Jul 03 2019 +37.3% -11.1% Jun 03 2020 +45.3% -28.0% Mar 20 2021 +28.6% -10.9% Mar 08 2023 +54.9% -10.9% Oct 26 2024 +27.0% -13.6% Aug 07 2025 +20.4% -22.9% Apr 08 Average max intra-year drawdown in good years (≥15% return): -13.4% Even great years have gut-wrenching pullbacks. That's the toll. ════════════════════════════════════════════════════════════════════════════════ 7. WHERE YOU ARE NOW ════════════════════════════════════════════════════════════════════════════════ Current price: 24,960.04 All-time high: 26,119.85 (2025-10-29) Drawdown from ATH: -4.44% Days since ATH: 121 DD percentile: 28.1% (% of underwater days with smaller DD) Annualized vol (20d): 18.2% Annualized vol (60d): 15.1% Annualized vol (all): 25.9% ✓ Current vol is within normal range. ════════════════════════════════════════════════════════════════════════════════ BOTTOM LINE: The market rewards patience. The pain is the price of admission. ════════════════════════════════════════════════════════════════════════════════
NASDAQ 100 | 24,960.04 | 2026-03-01
2,500,000 simulations across 5 models (worst-case ensemble)
20-day low: 24,548.69 (-1.65% from current)
90% 95% 97% 99%
────────────────────────────────────────────────────────────
End of Week (Mar 06) [5d] 26,339 26,744 27,072 27,922 ▲ upside
+5.5% +7.1% +8.5% +11.9%
23,732 23,435 23,090 22,205 ▼ downside
-4.9% -6.1% -7.5% -11.0%
P(new 20d low): 46.4%
End of Month (Mar 31) [22d] 28,670 29,566 30,230 31,878 ▲ upside
+14.9% +18.5% +21.1% +27.7%
22,356 21,773 21,209 20,026 ▼ downside
-10.4% -12.8% -15.0% -19.8%
P(new 20d low): 70.3%
End of Qtr (Jun 30) [87d] 34,928 37,093 38,700 42,362 ▲ upside
+39.9% +48.6% +55.0% +69.7%
20,139 19,188 18,539 17,064 ▼ downside
-19.3% -23.1% -25.7% -31.6%
P(new 20d low): 82.8%
90 Days (May 30) [65d] 32,946 34,699 35,996 38,983 ▲ upside
+32.0% +39.0% +44.2% +56.2%
20,693 19,857 19,263 17,751 ▼ downside
-17.1% -20.4% -22.8% -28.9%
P(new 20d low): 80.8%
Loading ^NDX data...
Running 500,000 sims × 5 models...
╔══════════════════════════════════════════════════════════════════╗
║ NASDAQ 100 — Pullback Probability in Next 30 Trading Days ║
║ 24,960.04 | 2026-03-01 ║
╚══════════════════════════════════════════════════════════════════╝
5.0% 7.5% 10.0% 15.0% 20.0%
───────────────────────────────────────────────────────────────
GBM 45.3% 28.7% 16.8% 4.2% 0.7%
Student-t 34.8% 21.1% 12.2% 3.8% 1.2%
Jump Diff 41.8% 26.0% 15.1% 4.4% 1.1%
GARCH 27.3% 13.5% 6.4% 1.3% 0.3%
Bootstrap 36.4% 22.7% 13.8% 4.7% 1.6%
───────────────────────────────────────────────────────────────
ENSEMBLE (max) 45.3% 28.7% 16.8% 4.7% 1.6%
Historical 33.1% 20.0% 13.0% 5.5% 2.8%
Ensemble = worst-case (highest) probability across all 5 models
Historical = % of all 30-day rolling windows with ≥X% drawdown from start
2,500,000 total simulations | 10,181 historical trading days
╔═══════════════════════════════════════════════════════════════════════════╗ ║ NASDAQ 100 — Daily Move Frequency ║ ║ 24,960.04 | 2026-02-27 | 10,180 trading days | 42 years ║ ╚═══════════════════════════════════════════════════════════════════════════╝ Threshold P(day) Avg/yr Med/yr Min/yr Max/yr 2026 YTD ────────────────────────────────────────────────────────────────────────────────── ≥ 1.0% 39.7% 96.2 92 14 191 14 ≥ 1.5% 24.5% 59.5 50 4 170 5 ≥ 2.0% 15.6% 37.7 25 1 151 3 ≥ 2.5% 10.0% 24.1 14 0 125 0 ≥ 3.0% 6.6% 16.0 6 0 103 0 ≥ 4.0% 3.0% 7.2 2 0 58 0 ≥ 5.0% 1.4% 3.5 1 0 36 0 YTD trading days: 39 ────────────────────────────────────────────────────────────────────────────────── Direction Breakdown: ────────────────────────────────────────────────────────────────────────────────── Threshold Up days Down days Up % Down % Ratio ────────────────────────────────────────────────────────────────────────────────── ≥ 1.0% 2,143 1,897 21.1% 18.6% 1.13 ≥ 1.5% 1,250 1,247 12.3% 12.2% 1.00 ≥ 2.0% 774 810 7.6% 8.0% 0.96 ≥ 2.5% 481 533 4.7% 5.2% 0.90 ≥ 3.0% 321 353 3.2% 3.5% 0.91 ≥ 4.0% 145 159 1.4% 1.6% 0.91 ≥ 5.0% 78 69 0.8% 0.7% 1.13 ────────────────────────────────────────────────────────────────────────────────── 2026 YTD — All days with ≥ 1.0% move: ────────────────────────────────────────────────────────────────────────────────── Date Close Change Move ────────────────────────────────────────────── Jan 09 25,766.26 +1.02% ▲ Jan 14 25,465.94 -1.07% ▼ Jan 20 24,987.57 -2.12% ▼ Jan 21 25,326.58 +1.36% ▲ Jan 30 25,552.39 -1.28% ▼ Feb 03 25,338.62 -1.55% ▼ Feb 04 24,891.24 -1.77% ▼ Feb 05 24,548.69 -1.38% ▼ Feb 06 25,075.77 +2.15% ▲ Feb 12 24,687.61 -2.04% ▼ Feb 23 24,708.94 -1.21% ▼ Feb 24 24,977.04 +1.09% ▲ Feb 25 25,329.04 +1.41% ▲ Feb 26 25,034.37 -1.16% ▼
Downloading ^NDX daily data from 1990-01-01...
→ 9,106 daily bars from 1990-01-02 to 2026-02-27
→ 37 years: 1990–2026
── Summary ───────────────────────────────────────── Historical years : 36 (1990–2025) Win rate (end Mar): 56% Avg return : +0.95% Best : 2000 (+23.2%) Worst : 2001 (-39.3%) 2026 current : -2.32% (day 19) Chart saved → nasdaq_feb_mar_candles.png
============================================================ Hyperliquid XYZ100-USDC (Daily) + Nasdaq Index (NDX) ============================================================ [1] Fetching XYZ100 daily candles... Fetching candles for xyz:XYZ100...
✓ Saved 140 candles -> xyz100_candles_daily.csv [2] Fetching current funding...
Funding: 0.0040%/hr (+35.0% APR) Mark: $24,711.00 | Oracle: $24,688.00 Open Interest: 5,404.14 [3] Fetching Nasdaq Index (daily)... ✓ ^NDX fetched and aligned [4] Plotting chart...
✓ Chart saved to xyz100_daily_ndx_overlay_and_spread.png
Done.
Downloading ^NDX data from Yahoo Finance...
Downloaded 10181 rows | 1985-10-01 → 2026-02-27
Downloading ^NDX data from Yahoo Finance...
Downloaded 10181 rows | 1985-10-01 → 2026-02-27
Downloading ^NDX data from Yahoo Finance...
Downloaded 10181 rows | 1985-10-01 → 2026-02-27
Downloading ^NDX data from Yahoo Finance...
Downloaded 10181 rows | 1985-10-01 → 2026-02-27 Current period: 2024-09-13 to 2026-02-27 Current cycle year: Year2
====================================================================== NASDAQ 100 (^NDX) ====================================================================== Downloading ^NDX data from Yahoo Finance...
Downloaded 10181 rows | 1985-10-01 → 2026-02-27
============================================================ BEST LINEAR REGRESSION FIT — Nasdaq 100 ============================================================ Lookback Period: 4250 trading days R² Score: 0.9846 P-Value: 0.00e+00
====================================================================== S&P 500 (^GSPC) ====================================================================== Downloading ^GSPC data from Yahoo Finance...
Downloaded 24656 rows | 1927-12-30 → 2026-02-27
============================================================ BEST LINEAR REGRESSION FIT — S&P 500 ============================================================ Lookback Period: 4240 trading days R² Score: 0.9809 P-Value: 0.00e+00
====================================================================== SEMICONDUCTORS (SMH) ====================================================================== Downloading SMH data from Yahoo Finance...
Downloaded 6472 rows | 2000-06-05 → 2026-02-27
============================================================ BEST LINEAR REGRESSION FIT — Semiconductors (SMH) ============================================================ Lookback Period: 3660 trading days R² Score: 0.9758 P-Value: 0.00e+00
====================================================================== GOLD (GC=F) ====================================================================== Downloading GC=F data from Yahoo Finance...
Downloaded 6397 rows | 2000-08-30 → 2026-02-27
============================================================ BEST LINEAR REGRESSION FIT — Gold ============================================================ Lookback Period: 610 trading days R² Score: 0.9631 P-Value: 0.00e+00
============================================================
DONCHIAN SLIM – ^NDX | 2026-02-27
============================================================
🔴 BEAR since 2026-02-04 (bar 16) ─ SHORT THE RIP
Entry: 24,891.24 → Current: 24,960.04 (-0.28%)
Pool: BEAR above 200MA (n=85)
DURATION ─ how old is this trend vs history?
# where this trend sits in the historical duration distribution
Percentile: 22th █████░░░░░░░░░░░░░░░░░░░░
# how long similar trends typically last
Median: 26 bars | Mean: 31 | P75: 42 | P90: 57
RETURN ─ how does this move compare to past trends?
# open P&L ranked against all completed trades in this pool
Current: -0.28% (percentile: 76th) ███████████████████░░░░░░
# best price seen this trend vs how much is still open profit
MFE: 2.02% (retaining -14%) ░░░░░░░░░░░░░░░░░░░░░░░░░
# typical completed trade returns for this pool
Hist median: -3.63% | mean: -2.34%
SUCCESS RATE ─ what are the odds from here?
# % of trades in this pool that were profitable at exit
Win rate: 23.5% █████░░░░░░░░░░░░░░░░░░░░
# % of trends that lasted at least this many bars
Survival: 77.6% ███████████████████░░░░░░ (≥16 bars)
# of trades that reached this bar, how many gained more after
From here: 12% positive ███░░░░░░░░░░░░░░░░░░░░░░ (n=65)
# expected remaining return from this point to trend end
median remaining: -2.47%
TAKE PROFIT ─ scale out ⅓ at each level
(from entry 24,891.24)
# ✅ = already reached ⏳ = not yet
T1 ⅓ 1.55% → 24,504.93 ✅ P(75%)
T2 ⅓ 3.81% → 23,942.42 ⏳ P(50%)
T3 ⅓ trail 9.03% → 22,644.06 ⏳ P(25%)
STOP ─ where to get out if wrong
DC Upper: 25,840.04 (3.53% risk)
2-ATR: 25,835.27 (3.51% risk)
EXPECTANCY ─ SHORT THE RIP
EV: -1.49% per trade ⚠️ negative
(WR 24% × 5.06% reward − 76% × 3.51% risk)
ALL SETUPS ─ historical EV comparison for ^NDX
Setup n WR Avg MFE EV
────────────────────────────── ──── ───── ──────── ────────
TREND (BULL above MA) 87 56% 7.52% +2.71% ✅
BUY THE DIP (BULL below) 32 53% 9.48% +3.39% ✅
SHORT THE RIP (BEAR above) 85 24% 4.80% -1.55% ⚠️ ◀
TREND (BEAR below MA) 33 30% 5.28% -0.84% ⚠️
(EV = WR × avg MFE reward − (1−WR) × 3.51% ATR risk)
============================================================
SUMMARY
────────────────────────────────────────────────────────
^NDX has been bearish for 16 bars — still early
at the 22th duration percentile. This is a short the rip setup.
The -0.28% move is already larger than most
(76th percentile), and the trend hit 2.02% MFE but has reversed through entry.
Most trends like this are still going at this point, with a 24% historical
win rate for this setup. Most of the move is likely behind us.
The donchian upper band at 25,840.04 (3.53% away) is the natural stop.
Chart saved → donchian_slim_chart.png
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ S&P 500 (^GSPC) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading ^GSPC …
24656 rows | 1927-12-30 → 2026-02-27
Regression: 4240 day lookback R²=0.9809
DONCHIAN SLIM - ^GSPC | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-12-05 (bar 56) - TREND
Entry: 6,870.40 -> Current: 6,878.88 (+0.12%) Pool: BULL above 200MA (n=208)
DURATION | RETURN | SUCCESS RATE
Pctile: 72th | Current: 0.12% (52th pctile) | WR: 49.5%
Median: 34 bars Mean: 46 | MFE: 1.92% (retaining 6%) | Surv: 28.4% (>=56 bars)
P75: 63 P90: 94 | Hist med: -0.05% avg: 1.61% | From here: 34% pos (n=58)
| | Med remaining: -1.49%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 6,870.40) | STOP | EXPECTANCY - TREND
T1 1.90% -> 7,001 [x] | DC Lower: 6,775.50 | EV: +1.15% [+]
T2 4.48% -> 7,178 [ ] | (1.50% risk) | WR 50% x 4.94% rwd
T3 trail 8.84% -> 7,478 [ ] | 2-ATR: 6,702.35 | - 50% x 2.57% risk
| (2.57% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ^GSPC bullish 56 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (72th pctile)
TREND (BULL above MA) 208 50% 5.07% +1.22% < | This is a trend-following setup
BUY THE DIP (BULL below) 102 40% 5.27% +0.58% | 0.12% gain is around typical (52th)
SHORT THE RIP (BEAR above) 205 22% 2.71% -1.41% | majority already reversed, 50% WR
TREND (BEAR below MA) 106 46% 6.33% +1.55% | most of the move likely done
(EV = WR x MFE - (1-WR) x 2.57% risk) | Stop: 6,775.50 (1.50% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Nasdaq 100 (^NDX) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading ^NDX …
10181 rows | 1985-10-01 → 2026-02-27
Regression: 4250 day lookback R²=0.9846
DONCHIAN SLIM - ^NDX | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-04 (bar 16) - SHORT THE RIP
Entry: 24,891.24 -> Current: 24,960.04 (-0.28%) Pool: BEAR above 200MA (n=85)
DURATION | RETURN | SUCCESS RATE
Pctile: 22th | Current: -0.28% (76th pctile) | WR: 23.5%
Median: 26 bars Mean: 31 | MFE: 2.02% (retaining -14%) | Surv: 77.6% (>=16 bars)
P75: 42 P90: 57 | Hist med: -3.63% avg: -2.34% | From here: 12% pos (n=65)
| | Med remaining: -2.47%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 24,891.24) | STOP | EXPECTANCY - SHORT THE RIP
T1 1.55% -> 24,505 [x] | DC Upper: 25,840.04 | EV: -1.49% [!]
T2 3.81% -> 23,942 [ ] | (3.53% risk) | WR 24% x 5.06% rwd
T3 trail 9.03% -> 22,644 [ ] | 2-ATR: 25,835.27 | - 76% x 3.51% risk
| (3.51% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ^NDX bearish 16 bars
---------------------------- ---- ----- ------- -------- | still early (22th pctile)
TREND (BULL above MA) 87 56% 7.52% +2.71% | This is a short the rip setup
BUY THE DIP (BULL below) 32 53% 9.48% +3.39% | -0.28% move is larger than most (76th)
SHORT THE RIP (BEAR above) 85 24% 4.80% -1.55% < | most trends still going, 24% WR
TREND (BEAR below MA) 33 30% 5.28% -0.84% | most of the move likely done
(EV = WR x MFE - (1-WR) x 3.51% risk) | Stop: 25,840.04 (3.53% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Russell 2000 (^RUT) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading ^RUT …
9690 rows | 1987-09-10 → 2026-02-27
Regression: 4180 day lookback R²=0.9085
DONCHIAN SLIM - ^RUT | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-12-03 (bar 58) - TREND
Entry: 2,512.14 -> Current: 2,632.36 (+4.79%) Pool: BULL above 200MA (n=80)
DURATION | RETURN | SUCCESS RATE
Pctile: 66th | Current: 4.79% (72th pctile) | WR: 51.2%
Median: 40 bars Mean: 51 | MFE: 8.88% (retaining 54%) | Surv: 33.8% (>=58 bars)
P75: 72 P90: 98 | Hist med: 0.21% avg: 2.03% | From here: 37% pos (n=27)
| | Med remaining: -1.65%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 2,512.14) | STOP | EXPECTANCY - TREND
T1 2.39% -> 2,572 [x] | DC Lower: 2,569.23 | EV: -0.78% [!]
T2 6.11% -> 2,666 [x] | (2.40% risk) | WR 51% x 2.28% rwd
T3 trail 10.64% -> 2,779 [ ] | 2-ATR: 2,527.24 | - 49% x 3.99% risk
| (3.99% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ^RUT bullish 58 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (66th pctile)
TREND (BULL above MA) 80 51% 6.38% +1.32% < | This is a trend-following setup
BUY THE DIP (BULL below) 36 64% 8.27% +3.84% | 4.79% move is larger than most (72th)
SHORT THE RIP (BEAR above) 78 31% 4.00% -1.53% | majority already reversed, 51% WR
TREND (BEAR below MA) 39 36% 6.12% -0.36% | most of the move likely done
(EV = WR x MFE - (1-WR) x 3.99% risk) | Stop: 2,569.23 (2.40% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ S&P 500 Futures (ES) (ES=F) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading ES=F …
6425 rows | 2000-09-18 → 2026-02-27
Regression: 4240 day lookback R²=0.9812
DONCHIAN SLIM - ES=F | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-12-22 (bar 45) - TREND
Entry: 6,930.25 -> Current: 6,889.00 (-0.60%) Pool: BULL above 200MA (n=51)
DURATION | RETURN | SUCCESS RATE
Pctile: 53th | Current: -0.60% (41th pctile) | WR: 58.8%
Median: 44 bars Mean: 55 | MFE: 1.63% (retaining -37%) | Surv: 47.1% (>=45 bars)
P75: 80 P90: 106 | Hist med: 1.98% avg: 1.83% | From here: 38% pos (n=24)
| | Med remaining: -0.38%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 6,930.25) | STOP | EXPECTANCY - TREND
T1 2.09% -> 7,075 [ ] | DC Lower: 6,751.50 | EV: +2.33% [+]
T2 5.00% -> 7,277 [ ] | (2.00% risk) | WR 59% x 6.06% rwd
T3 trail 9.19% -> 7,567 [ ] | 2-ATR: 6,682.98 | - 41% x 2.99% risk
| (2.99% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ES=F bullish 45 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (53th pctile)
TREND (BULL above MA) 51 59% 5.42% +1.96% < | This is a trend-following setup
BUY THE DIP (BULL below) 20 45% 6.46% +1.26% | -0.60% gain is around typical (41th)
SHORT THE RIP (BEAR above) 52 17% 3.35% -1.89% | ~half have ended by now, 59% WR
TREND (BEAR below MA) 19 37% 7.50% +0.88% | most of the move likely done
(EV = WR x MFE - (1-WR) x 2.99% risk) | Stop: 6,751.50 (2.00% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Nasdaq 100 Futures (NQ) (NQ=F) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading NQ=F …
6425 rows | 2000-09-18 → 2026-02-27
Regression: 4250 day lookback R²=0.9849
DONCHIAN SLIM - NQ=F | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-04 (bar 16) - SHORT THE RIP
Entry: 24,999.25 -> Current: 25,004.75 (-0.02%) Pool: BEAR above 200MA (n=47)
DURATION | RETURN | SUCCESS RATE
Pctile: 26th | Current: -0.02% (85th pctile) | WR: 14.9%
Median: 25 bars Mean: 29 | MFE: 3.04% (retaining -1%) | Surv: 74.5% (>=16 bars)
P75: 41 P90: 50 | Hist med: -4.14% avg: -3.31% | From here: 12% pos (n=34)
| | Med remaining: -2.51%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 24,999.25) | STOP | EXPECTANCY - SHORT THE RIP
T1 1.45% -> 24,638 [x] | DC Upper: 26,027.75 | EV: -3.02% [!]
T2 3.36% -> 24,161 [ ] | (4.09% risk) | WR 15% x 3.89% rwd
T3 trail 6.81% -> 23,296 [ ] | 2-ATR: 26,062.20 | - 85% x 4.23% risk
| (4.23% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | NQ=F bearish 16 bars
---------------------------- ---- ----- ------- -------- | developing but has room (26th pctile)
TREND (BULL above MA) 53 58% 6.77% +2.20% | This is a short the rip setup
BUY THE DIP (BULL below) 18 61% 12.84% +6.20% | -0.02% move is in the top tier (85th)
SHORT THE RIP (BEAR above) 47 15% 3.87% -3.02% < | most trends still going, 15% WR
TREND (BEAR below MA) 23 35% 8.23% +0.10% | most of the move likely done
(EV = WR x MFE - (1-WR) x 4.23% risk) | Stop: 26,027.75 (4.09% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Semiconductors (SMH) (SMH) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading SMH …
6472 rows | 2000-06-05 → 2026-02-27
Regression: 3660 day lookback R²=0.9758
DONCHIAN SLIM - SMH | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-12-03 (bar 58) - TREND
Entry: 363.24 -> Current: 406.37 (+11.87%) Pool: BULL above 200MA (n=61)
DURATION | RETURN | SUCCESS RATE
Pctile: 84th | Current: 11.87% (87th pctile) | WR: 39.3%
Median: 29 bars Mean: 39 | MFE: 17.81% (retaining 67%) | Surv: 16.4% (>=58 bars)
P75: 43 P90: 85 | Hist med: -2.23% avg: 0.32% | From here: 70% pos (n=10)
| | Med remaining: 1.82%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 363.24) | STOP | EXPECTANCY - TREND
T1 2.50% -> 372 [x] | DC Lower: 374.24 | EV: -3.91% [!]
T2 6.09% -> 385 [x] | (7.91% risk) | WR 39% x 0.11% rwd
T3 trail 12.26% -> 408 [x] | 2-ATR: 379.86 | - 61% x 6.52% risk
| (6.52% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | SMH bullish 58 bars
---------------------------- ---- ----- ------- -------- | getting long in the tooth (84th pctile)
TREND (BULL above MA) 61 39% 6.95% -1.22% < | This is a trend-following setup
BUY THE DIP (BULL below) 28 50% 10.71% +2.09% | 11.87% move is in the top tier (87th)
SHORT THE RIP (BEAR above) 55 16% 3.80% -4.83% | very few last this long, 39% WR
TREND (BEAR below MA) 34 35% 8.13% -1.35% | history favours more (70%)
(EV = WR x MFE - (1-WR) x 6.52% risk) | Stop: 374.24 (7.91% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Magnificent 7 (MAGS) (MAGS) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading MAGS … 724 rows | 2023-04-11 → 2026-02-27
Regression: 720 day lookback R²=0.9373
DONCHIAN SLIM - MAGS | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-20 (bar 27) - SHORT THE RIP
Entry: 62.94 -> Current: 61.35 (+2.53%) Pool: all BEAR (n=5)
DURATION | RETURN | SUCCESS RATE
Pctile: 40th | Current: 2.53% (80th pctile) | WR: 20.0%
Median: 33 bars Mean: 32 | MFE: 4.46% (retaining 57%) | Surv: 60.0% (>=27 bars)
P75: 40 P90: 49 | Hist med: -6.26% avg: -3.92% | From here: 0% pos (n=3)
| | Med remaining: -5.31%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 62.94) | STOP | EXPECTANCY - SHORT THE RIP
| DC Upper: 66.74 | Insufficient data
| (8.79% risk) |
| 2-ATR: 63.95 |
| (4.23% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | MAGS bearish 27 bars
---------------------------- ---- ----- ------- -------- | developing but has room (40th pctile)
TREND (BULL above MA) - - - - | This is a short the rip setup
BUY THE DIP (BULL below) - - - - | 2.53% move is larger than most (80th)
SHORT THE RIP (BEAR above) - - - - | ~half have ended by now, 20% WR
TREND (BEAR below MA) - - - - | most of the move likely done
(EV = WR x MFE - (1-WR) x 4.23% risk) | Stop: 66.74 (8.79% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Tech Select (XLK) (XLK) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading XLK …
6837 rows | 1998-12-22 → 2026-02-27
Regression: 4380 day lookback R²=0.9846
DONCHIAN SLIM - XLK | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-04 (bar 16) - SHORT THE RIP
Entry: 138.12 -> Current: 138.76 (-0.46%) Pool: BEAR above 200MA (n=54)
DURATION | RETURN | SUCCESS RATE
Pctile: 33th | Current: -0.46% (80th pctile) | WR: 18.5%
Median: 22 bars Mean: 28 | MFE: 2.20% (retaining -21%) | Surv: 66.7% (>=16 bars)
P75: 34 P90: 55 | Hist med: -3.42% avg: -2.86% | From here: 19% pos (n=36)
| | Med remaining: -2.04%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 138.12) | STOP | EXPECTANCY - SHORT THE RIP
T1 1.40% -> 136 [x] | DC Upper: 146.75 | EV: -3.36% [!]
T2 3.55% -> 133 [ ] | (5.76% risk) | WR 19% x 4.40% rwd
T3 trail 6.91% -> 129 [ ] | 2-ATR: 145.87 | - 81% x 5.12% risk
| (5.12% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | XLK bearish 16 bars
---------------------------- ---- ----- ------- -------- | developing but has room (33th pctile)
TREND (BULL above MA) 58 57% 7.28% +1.93% | This is a short the rip setup
BUY THE DIP (BULL below) 21 48% 10.58% +2.36% | -0.46% move is larger than most (80th)
SHORT THE RIP (BEAR above) 54 19% 3.95% -3.44% < | ~half have ended by now, 19% WR
TREND (BEAR below MA) 25 40% 10.44% +1.10% | most of the move likely done
(EV = WR x MFE - (1-WR) x 5.12% risk) | Stop: 146.75 (5.76% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Uranium (URA) (URA)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading URA …
3850 rows | 2010-11-05 → 2026-02-27
Regression: 1810 day lookback R²=0.8624
DONCHIAN SLIM - URA | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2026-01-05 (bar 37) - TREND
Entry: 48.63 -> Current: 54.34 (+11.74%) Pool: BULL above 200MA (n=14)
DURATION | RETURN | SUCCESS RATE
Pctile: 50th | Current: 11.74% (71th pctile) | WR: 35.7%
Median: 34 bars Mean: 41 | MFE: 28.07% (retaining 42%) | Surv: 50.0% (>=37 bars)
P75: 50 P90: 82 | Hist med: -3.12% avg: 2.84% | From here: 29% pos (n=7)
| | Med remaining: -6.76%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 48.63) | STOP | EXPECTANCY - TREND
T1 3.50% -> 50 [x] | DC Lower: 49.11 | EV: -4.03% [!]
T2 9.47% -> 53 [x] | (9.62% risk) | WR 36% x 7.75% rwd
T3 trail 37.71% -> 67 [ ] | 2-ATR: 48.59 | - 64% x 10.58% risk
| (10.58% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | URA bullish 37 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (50th pctile)
TREND (BULL above MA) 14 36% 16.89% -0.77% < | This is a trend-following setup
BUY THE DIP (BULL below) 31 42% 10.97% -1.54% | 11.74% move is larger than most (71th)
SHORT THE RIP (BEAR above) 14 36% 12.91% -2.19% | ~half have ended by now, 36% WR
TREND (BEAR below MA) 31 48% 10.82% -0.22% | most of the move likely done
(EV = WR x MFE - (1-WR) x 10.58% risk) | Stop: 49.11 (9.62% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ US Dollar Index (DXY) (DX-Y.NYB) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading DX-Y.NYB …
14006 rows | 1971-01-04 → 2026-02-27
Regression: 4650 day lookback R²=0.7604
DONCHIAN SLIM - DX-Y.NYB | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-23 (bar 24) - TREND
Entry: 97.60 -> Current: 97.65 (-0.05%) Pool: BEAR below 200MA (n=81)
DURATION | RETURN | SUCCESS RATE
Pctile: 26th | Current: -0.05% (53th pctile) | WR: 46.9%
Median: 38 bars Mean: 48 | MFE: 2.10% (retaining -2%) | Surv: 74.1% (>=24 bars)
P75: 64 P90: 96 | Hist med: -0.17% avg: 0.90% | From here: 41% pos (n=58)
| | Med remaining: -0.42%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 97.60) | STOP | EXPECTANCY - TREND
T1 0.73% -> 97 [x] | DC Upper: 98.08 | EV: +0.93% [+]
T2 2.12% -> 96 [ ] | (0.44% risk) | WR 47% x 3.18% rwd
T3 trail 6.56% -> 91 [ ] | 2-ATR: 98.67 | - 53% x 1.05% risk
| (1.05% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | DX-Y.NYB bearish 24 bars
---------------------------- ---- ----- ------- -------- | developing but has room (26th pctile)
TREND (BULL above MA) 79 46% 2.47% +0.56% | This is a trend-following setup
BUY THE DIP (BULL below) 83 39% 1.95% +0.11% | -0.05% gain is around typical (53th)
SHORT THE RIP (BEAR above) 80 40% 2.35% +0.31% | most trends still going, 47% WR
TREND (BEAR below MA) 81 47% 3.13% +0.91% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 1.05% risk) | Stop: 98.08 (0.44% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ USD/JPY (USDJPY=X) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading USDJPY=X …
7606 rows | 1996-10-30 → 2026-03-01
Regression: 1740 day lookback R²=0.8569
DONCHIAN SLIM - USDJPY=X | 2026-03-01
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-26 (bar 25) - SHORT THE RIP
Entry: 155.17 -> Current: 156.16 (-0.64%) Pool: BEAR above 200MA (n=28)
DURATION | RETURN | SUCCESS RATE
Pctile: 25th | Current: -0.64% (50th pctile) | WR: 35.7%
Median: 36 bars Mean: 44 | MFE: 1.86% (retaining -34%) | Surv: 75.0% (>=25 bars)
P75: 55 P90: 74 | Hist med: -0.64% avg: 0.32% | From here: 24% pos (n=21)
| | Med remaining: -1.19%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 155.17) | STOP | EXPECTANCY - SHORT THE RIP
T1 1.75% -> 152 [x] | DC Upper: 157.33 | EV: +0.20% [+]
T2 3.25% -> 150 [ ] | (0.75% risk) | WR 36% x 3.91% rwd
T3 trail 4.90% -> 148 [ ] | 2-ATR: 159.06 | - 64% x 1.86% risk
| (1.86% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | USDJPY=X bearish 25 bars
---------------------------- ---- ----- ------- -------- | developing but has room (25th pctile)
TREND (BULL above MA) 35 37% 2.89% -0.10% | This is a short the rip setup
BUY THE DIP (BULL below) 31 42% 3.49% +0.39% | -0.64% gain is around typical (50th)
SHORT THE RIP (BEAR above) 28 36% 3.30% -0.02% < | most trends still going, 36% WR
TREND (BEAR below MA) 38 29% 3.83% -0.21% | most of the move likely done
(EV = WR x MFE - (1-WR) x 1.86% risk) | Stop: 157.33 (0.75% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ EUR/USD (EURUSD=X) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading EURUSD=X …
5772 rows | 2003-12-01 → 2026-03-01
Regression: 340 day lookback R²=0.7751
DONCHIAN SLIM - EURUSD=X | 2026-03-01
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-09-09 (bar 122) - TREND
Entry: 1.18 -> Current: 1.18 (+0.01%) Pool: BULL above 200MA (n=30)
DURATION | RETURN | SUCCESS RATE
Pctile: 90th | Current: 0.01% (53th pctile) | WR: 46.7%
Median: 53 bars Mean: 61 | MFE: 2.16% (retaining 0%) | Surv: 10.0% (>=122 bars)
P75: 79 P90: 116 | Hist med: -0.16% avg: 0.21% | From here: 0% pos (n=3)
| | Med remaining: -1.11%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 1.18) | STOP | EXPECTANCY - TREND
T1 1.08% -> 1 [x] | DC Lower: 1.17 | EV: +1.02% [+]
T2 2.92% -> 1 [ ] | (0.23% risk) | WR 47% x 3.40% rwd
T3 trail 6.24% -> 1 [ ] | 2-ATR: 1.16 | - 53% x 1.06% risk
| (1.06% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | EURUSD=X bullish 122 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (90th pctile)
TREND (BULL above MA) 30 47% 3.41% +1.03% < | This is a trend-following setup
BUY THE DIP (BULL below) 18 39% 2.93% +0.49% | 0.01% gain is around typical (53th)
SHORT THE RIP (BEAR above) 25 32% 2.16% -0.03% | very few last this long, 47% WR
TREND (BEAR below MA) 23 39% 2.72% +0.42% | most of the move likely done
(EV = WR x MFE - (1-WR) x 1.06% risk) | Stop: 1.17 (0.23% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Gold (GC=F) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading GC=F …
6397 rows | 2000-08-30 → 2026-02-27
Regression: 610 day lookback R²=0.9631
DONCHIAN SLIM - GC=F | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-06-13 (bar 178) - TREND
Entry: 3,431.20 -> Current: 5,247.90 (+52.95%) Pool: BULL above 200MA (n=57)
DURATION | RETURN | SUCCESS RATE
Pctile: 100th | Current: 52.95% (100th pctile) | WR: 49.1%
Median: 39 bars Mean: 46 | MFE: 62.81% (retaining 84%) | Surv: 0.0% (>=178 bars)
P75: 61 P90: 91 | Hist med: -0.26% avg: 2.37% |
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 3,431.20) | STOP | EXPECTANCY - TREND
T1 2.74% -> 3,525 [x] | DC Lower: 4,400.00 | EV: -3.64% [!]
T2 7.44% -> 3,687 [x] | (16.16% risk) | WR 49% x 0.00% rwd
T3 trail 13.38% -> 3,890 [x] | 2-ATR: 4,872.28 | - 51% x 7.16% risk
| (7.16% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | GC=F bullish 178 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (100th pctile)
TREND (BULL above MA) 57 49% 7.85% +0.22% < | This is a trend-following setup
BUY THE DIP (BULL below) 19 47% 5.83% -1.01% | 52.95% move is in the top tier (100th)
SHORT THE RIP (BEAR above) 54 22% 3.15% -4.87% | very few last this long, 49% WR
TREND (BEAR below MA) 23 35% 3.04% -3.61% | insufficient fwd data
(EV = WR x MFE - (1-WR) x 7.16% risk) | Stop: 4,400.00 (16.16% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Silver (SI=F) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading SI=F …
6399 rows | 2000-08-30 → 2026-02-27
Regression: 300 day lookback R²=0.8280
DONCHIAN SLIM - SI=F | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-06-02 (bar 187) - TREND
Entry: 34.56 -> Current: 93.29 (+169.92%) Pool: BULL above 200MA (n=56)
DURATION | RETURN | SUCCESS RATE
Pctile: 100th | Current: 169.92% (100th pctile) | WR: 39.3%
Median: 28 bars Mean: 38 | MFE: 250.95% (retaining 68%) | Surv: 0.0% (>=187 bars)
P75: 47 P90: 70 | Hist med: -2.49% avg: 1.60% |
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 34.56) | STOP | EXPECTANCY - TREND
T1 2.05% -> 35 [x] | DC Lower: 68.71 | EV: -10.71% [!]
T2 6.29% -> 37 [x] | (26.35% risk) | WR 39% x 0.00% rwd
T3 trail 17.52% -> 41 [x] | 2-ATR: 76.84 | - 61% x 17.64% risk
| (17.64% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | SI=F bullish 187 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (100th pctile)
TREND (BULL above MA) 56 39% 8.62% -7.32% < | This is a trend-following setup
BUY THE DIP (BULL below) 30 50% 8.65% -4.49% | 169.92% move is in the top tier (100th)
SHORT THE RIP (BEAR above) 42 21% 5.70% -12.64% | very few last this long, 39% WR
TREND (BEAR below MA) 45 27% 5.14% -11.56% | insufficient fwd data
(EV = WR x MFE - (1-WR) x 17.64% risk) | Stop: 68.71 (26.35% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Natural Gas (NG=F) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading NG=F …
6403 rows | 2000-08-30 → 2026-02-27
Regression: 520 day lookback R²=0.5825
DONCHIAN SLIM - NG=F | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-24 (bar 3) - TREND
Entry: 2.91 -> Current: 2.86 (+1.92%) Pool: BEAR below 200MA (n=37)
DURATION | RETURN | SUCCESS RATE
Pctile: 0th | Current: 1.92% (73th pctile) | WR: 32.4%
Median: 25 bars Mean: 40 | MFE: 4.80% (retaining 40%) | Surv: 100.0% (>=3 bars)
P75: 58 P90: 98 | Hist med: -9.17% avg: -3.05% | From here: 27% pos (n=37)
| | Med remaining: -8.56%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 2.91) | STOP | EXPECTANCY - TREND
T1 3.51% -> 3 [x] | DC Upper: 4.43 | EV: -8.89% [!]
T2 9.09% -> 3 [ ] | (54.77% risk) | WR 32% x 11.50% rwd
T3 trail 26.98% -> 2 [ ] | 2-ATR: 3.39 | - 68% x 18.68% risk
| (18.68% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | NG=F bearish 3 bars
---------------------------- ---- ----- ------- -------- | still early (0th pctile)
TREND (BULL above MA) 39 33% 20.83% -5.51% | This is a trend-following setup
BUY THE DIP (BULL below) 40 32% 17.58% -6.90% | 1.92% move is larger than most (73th)
SHORT THE RIP (BEAR above) 41 44% 14.79% -3.99% | most trends still going, 32% WR
TREND (BEAR below MA) 37 32% 13.20% -8.34% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 18.68% risk) | Stop: 4.43 (54.77% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Crude Oil (WTI) (CL=F) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading CL=F …
6406 rows | 2000-08-23 → 2026-02-27
Regression: 510 day lookback R²=0.7803
DONCHIAN SLIM - CL=F | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2026-01-09 (bar 33) - TREND
Entry: 59.12 -> Current: 67.02 (+13.36%) Pool: BULL above 200MA (n=42)
DURATION | RETURN | SUCCESS RATE
Pctile: 36th | Current: 13.36% (88th pctile) | WR: 47.6%
Median: 43 bars Mean: 48 | MFE: 14.73% (retaining 91%) | Surv: 64.3% (>=33 bars)
P75: 64 P90: 91 | Hist med: -0.35% avg: 2.22% | From here: 30% pos (n=27)
| | Med remaining: -3.56%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 59.12) | STOP | EXPECTANCY - TREND
T1 5.64% -> 62 [x] | DC Lower: 61.12 | EV: -2.82% [!]
T2 10.86% -> 66 [x] | (8.80% risk) | WR 48% x 1.60% rwd
T3 trail 18.81% -> 70 [ ] | 2-ATR: 62.43 | - 52% x 6.84% risk
| (6.84% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | CL=F bullish 33 bars
---------------------------- ---- ----- ------- -------- | developing but has room (36th pctile)
TREND (BULL above MA) 42 48% 11.77% +2.02% < | This is a trend-following setup
BUY THE DIP (BULL below) 27 52% 14.99% +4.48% | 13.36% move is in the top tier (88th)
SHORT THE RIP (BEAR above) 43 35% 10.92% -0.64% | ~half have ended by now, 48% WR
TREND (BEAR below MA) 27 19% 8.36% -4.03% | most of the move likely done
(EV = WR x MFE - (1-WR) x 6.84% risk) | Stop: 61.12 (8.80% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Copper (HG=F) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading HG=F …
6402 rows | 2000-08-30 → 2026-02-27
Regression: 2670 day lookback R²=0.7855
DONCHIAN SLIM - HG=F | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-08-29 (bar 124) - TREND
Entry: 4.52 -> Current: 6.06 (+34.10%) Pool: BULL above 200MA (n=44)
DURATION | RETURN | SUCCESS RATE
Pctile: 95th | Current: 34.10% (95th pctile) | WR: 38.6%
Median: 31 bars Mean: 45 | MFE: 44.03% (retaining 77%) | Surv: 4.5% (>=124 bars)
P75: 58 P90: 91 | Hist med: -2.10% avg: 1.78% | From here: 50% pos (n=2)
| | Med remaining: 1.61%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 4.52) | STOP | EXPECTANCY - TREND
T1 3.08% -> 5 [x] | DC Lower: 5.57 | EV: -3.38% [!]
T2 5.47% -> 5 [x] | (8.09% risk) | WR 39% x 0.00% rwd
T3 trail 14.96% -> 5 [x] | 2-ATR: 5.73 | - 61% x 5.50% risk
| (5.50% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | HG=F bullish 124 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (95th pctile)
TREND (BULL above MA) 44 39% 7.84% -0.35% < | This is a trend-following setup
BUY THE DIP (BULL below) 33 42% 5.94% -0.65% | 34.10% move is in the top tier (95th)
SHORT THE RIP (BEAR above) 45 31% 5.76% -2.00% | very few last this long, 39% WR
TREND (BEAR below MA) 32 28% 4.12% -2.80% | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 5.50% risk) | Stop: 5.57 (8.09% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Platinum (PL=F) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading PL=F …
6425 rows | 1997-10-29 → 2026-02-27
Regression: 300 day lookback R²=0.8993
DONCHIAN SLIM - PL=F | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-05 (bar 15) - SHORT THE RIP
Entry: 2,061.60 -> Current: 2,373.50 (-15.13%) Pool: BEAR above 200MA (n=42)
DURATION | RETURN | SUCCESS RATE
Pctile: 14th | Current: -15.13% (0th pctile) | WR: 33.3%
Median: 23 bars Mean: 33 | MFE: 2.38% (retaining -635%) | Surv: 85.7% (>=15 bars)
P75: 35 P90: 64 | Hist med: -1.89% avg: 0.03% | From here: 20% pos (n=35)
| | Med remaining: -2.74%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 2,061.60) | STOP | EXPECTANCY - SHORT THE RIP
T1 1.31% -> 2,035 [x] | DC Upper: 2,470.00 | EV: +0.33% [+]
T2 4.51% -> 1,969 [ ] | (4.07% risk) | WR 33% x 17.19% rwd
T3 trail 8.18% -> 1,893 [ ] | 2-ATR: 2,565.73 | - 67% x 8.10% risk
| (8.10% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | PL=F bearish 15 bars
---------------------------- ---- ----- ------- -------- | still early (14th pctile)
TREND (BULL above MA) 53 38% 6.32% -2.66% | This is a short the rip setup
BUY THE DIP (BULL below) 40 35% 5.35% -3.39% | -15.13% return is modest (0th)
SHORT THE RIP (BEAR above) 42 33% 4.67% -3.84% < | most trends still going, 33% WR
TREND (BEAR below MA) 50 28% 3.79% -4.77% | most of the move likely done
(EV = WR x MFE - (1-WR) x 8.10% risk) | Stop: 2,470.00 (4.07% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Palladium (PA=F) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading PA=F …
6436 rows | 1998-09-28 → 2026-02-27
Regression: 300 day lookback R²=0.8660
DONCHIAN SLIM - PA=F | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-12-15 (bar 50) - TREND
Entry: 1,592.80 -> Current: 1,828.50 (+14.80%) Pool: BULL above 200MA (n=47)
DURATION | RETURN | SUCCESS RATE
Pctile: 70th | Current: 14.80% (81th pctile) | WR: 44.7%
Median: 29 bars Mean: 41 | MFE: 36.23% (retaining 41%) | Surv: 29.8% (>=50 bars)
P75: 59 P90: 85 | Hist med: -1.17% avg: 3.11% | From here: 46% pos (n=13)
| | Med remaining: -1.10%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 1,592.80) | STOP | EXPECTANCY - TREND
T1 2.16% -> 1,627 [x] | DC Lower: 1,549.50 | EV: -3.53% [!]
T2 4.95% -> 1,672 [x] | (15.26% risk) | WR 45% x 1.66% rwd
T3 trail 20.51% -> 1,920 [x] | 2-ATR: 1,687.36 | - 55% x 7.72% risk
| (7.72% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | PA=F bullish 50 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (70th pctile)
TREND (BULL above MA) 47 45% 9.21% -0.16% < | This is a trend-following setup
BUY THE DIP (BULL below) 39 28% 7.28% -3.49% | 14.80% move is larger than most (81th)
SHORT THE RIP (BEAR above) 42 24% 5.60% -4.55% | majority already reversed, 45% WR
TREND (BEAR below MA) 45 33% 6.88% -2.85% | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 7.72% risk) | Stop: 1,549.50 (15.26% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Alphabet (GOOGL) (GOOGL)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading GOOGL …
5416 rows | 2004-08-19 → 2026-02-27
Regression: 4390 day lookback R²=0.9775
DONCHIAN SLIM - GOOGL | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-13 (bar 9) - SHORT THE RIP
Entry: 305.72 -> Current: 311.76 (-1.98%) Pool: BEAR above 200MA (n=46)
DURATION | RETURN | SUCCESS RATE
Pctile: 11th | Current: -1.98% (70th pctile) | WR: 21.7%
Median: 23 bars Mean: 28 | MFE: 3.10% (retaining -64%) | Surv: 89.1% (>=9 bars)
P75: 36 P90: 47 | Hist med: -4.73% avg: -3.61% | From here: 18% pos (n=40)
| | Med remaining: -3.54%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 305.72) | STOP | EXPECTANCY - SHORT THE RIP
T1 2.23% -> 299 [x] | DC Upper: 349.00 | EV: -3.53% [!]
T2 4.24% -> 293 [ ] | (11.95% risk) | WR 22% x 6.78% rwd
T3 trail 8.34% -> 280 [ ] | 2-ATR: 331.69 | - 78% x 6.39% risk
| (6.39% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | GOOGL bearish 9 bars
---------------------------- ---- ----- ------- -------- | still early (11th pctile)
TREND (BULL above MA) 44 52% 12.84% +3.66% | This is a short the rip setup
BUY THE DIP (BULL below) 22 45% 9.50% +0.83% | -1.98% move is larger than most (70th)
SHORT THE RIP (BEAR above) 46 22% 4.94% -3.93% < | most trends still going, 22% WR
TREND (BEAR below MA) 20 30% 7.30% -2.28% | most of the move likely done
(EV = WR x MFE - (1-WR) x 6.39% risk) | Stop: 349.00 (11.95% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Amazon (AMZN) (AMZN) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading AMZN …
7242 rows | 1997-05-15 → 2026-02-27
Regression: 5000 day lookback R²=0.9615
DONCHIAN SLIM - AMZN | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-05 (bar 15) - TREND
Entry: 222.69 -> Current: 210.00 (+5.70%) Pool: BEAR below 200MA (n=32)
DURATION | RETURN | SUCCESS RATE
Pctile: 12th | Current: 5.70% (72th pctile) | WR: 34.4%
Median: 30 bars Mean: 35 | MFE: 11.99% (retaining 48%) | Surv: 87.5% (>=15 bars)
P75: 46 P90: 68 | Hist med: -4.97% avg: -2.65% | From here: 23% pos (n=26)
| | Med remaining: -3.64%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 222.69) | STOP | EXPECTANCY - TREND
T1 3.32% -> 215 [x] | DC Upper: 246.35 | EV: -1.61% [!]
T2 13.36% -> 193 [ ] | (17.31% risk) | WR 34% x 8.76% rwd
T3 trail 22.81% -> 172 [ ] | 2-ATR: 224.79 | - 66% x 7.04% risk
| (7.04% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | AMZN bearish 15 bars
---------------------------- ---- ----- ------- -------- | still early (12th pctile)
TREND (BULL above MA) 57 53% 18.34% +6.32% | This is a trend-following setup
BUY THE DIP (BULL below) 27 33% 13.62% -0.15% | 5.70% move is larger than most (72th)
SHORT THE RIP (BEAR above) 52 27% 8.33% -2.91% | most trends still going, 34% WR
TREND (BEAR below MA) 32 34% 13.16% -0.10% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 7.04% risk) | Stop: 246.35 (17.31% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Apple (AAPL) (AAPL) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading AAPL …
11394 rows | 1980-12-12 → 2026-02-27
Regression: 5000 day lookback R²=0.9752
DONCHIAN SLIM - AAPL | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2026-02-04 (bar 16) - TREND
Entry: 276.23 -> Current: 264.18 (-4.36%) Pool: BULL above 200MA (n=74)
DURATION | RETURN | SUCCESS RATE
Pctile: 9th | Current: -4.36% (31th pctile) | WR: 56.8%
Median: 36 bars Mean: 53 | MFE: 1.60% (retaining -273%) | Surv: 90.5% (>=16 bars)
P75: 68 P90: 113 | Hist med: 2.10% avg: 7.47% | From here: 38% pos (n=66)
| | Med remaining: -3.46%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 276.23) | STOP | EXPECTANCY - TREND
T1 6.08% -> 293 [ ] | DC Lower: 251.94 | EV: +11.49% [+]
T2 17.60% -> 325 [ ] | (4.63% risk) | WR 57% x 24.39% rwd
T3 trail 33.19% -> 368 [ ] | 2-ATR: 249.79 | - 43% x 5.45% risk
| (5.45% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | AAPL bullish 16 bars
---------------------------- ---- ----- ------- -------- | still early (9th pctile)
TREND (BULL above MA) 74 57% 18.96% +8.41% < | This is a trend-following setup
BUY THE DIP (BULL below) 48 50% 19.46% +7.01% | -4.36% gain is around typical (31th)
SHORT THE RIP (BEAR above) 79 27% 7.69% -1.96% | most trends still going, 57% WR
TREND (BEAR below MA) 43 37% 12.34% +1.17% | most of the move likely done
(EV = WR x MFE - (1-WR) x 5.45% risk) | Stop: 251.94 (4.63% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Tesla (TSLA) (TSLA) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading TSLA …
3941 rows | 2010-06-29 → 2026-02-27
Regression: 3940 day lookback R²=0.9118
DONCHIAN SLIM - TSLA | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-06 (bar 36) - SHORT THE RIP
Entry: 432.96 -> Current: 402.51 (+7.03%) Pool: BEAR above 200MA (n=26)
DURATION | RETURN | SUCCESS RATE
Pctile: 69th | Current: 7.03% (92th pctile) | WR: 23.1%
Median: 26 bars Mean: 34 | MFE: 10.49% (retaining 67%) | Surv: 30.8% (>=36 bars)
P75: 38 P90: 53 | Hist med: -6.88% avg: -5.96% | From here: 14% pos (n=7)
| | Med remaining: -10.45%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 432.96) | STOP | EXPECTANCY - SHORT THE RIP
T1 6.80% -> 404 [x] | DC Upper: 439.88 | EV: -3.94% [!]
T2 12.98% -> 377 [ ] | (9.28% risk) | WR 23% x 7.88% rwd
T3 trail 23.07% -> 333 [ ] | 2-ATR: 432.64 | - 77% x 7.49% risk
| (7.49% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | TSLA bearish 36 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (69th pctile)
TREND (BULL above MA) 29 34% 19.21% +1.72% | This is a short the rip setup
BUY THE DIP (BULL below) 14 64% 29.18% +16.09% | 7.03% move is in the top tier (92th)
SHORT THE RIP (BEAR above) 26 23% 14.29% -2.46% < | majority already reversed, 23% WR
TREND (BEAR below MA) 17 29% 13.04% -1.45% | most of the move likely done
(EV = WR x MFE - (1-WR) x 7.49% risk) | Stop: 439.88 (9.28% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Meta (META) (META) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading META …
3464 rows | 2012-05-18 → 2026-02-27
Regression: 930 day lookback R²=0.8725
DONCHIAN SLIM - META | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2026-01-26 (bar 23) - BUY THE DIP
Entry: 672.36 -> Current: 648.18 (-3.60%) Pool: all BULL (n=37)
DURATION | RETURN | SUCCESS RATE
Pctile: 16th | Current: -3.60% (35th pctile) | WR: 59.5%
Median: 54 bars Mean: 60 | MFE: 10.66% (retaining -34%) | Surv: 83.8% (>=23 bars)
P75: 77 P90: 106 | Hist med: 1.21% avg: 9.68% | From here: 48% pos (n=31)
| | Med remaining: -1.83%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 672.36) | STOP | EXPECTANCY - BUY THE DIP
T1 5.77% -> 711 [x] | DC Lower: 628.15 | EV: +10.16% [+]
T2 11.84% -> 752 [ ] | (3.09% risk) | WR 59% x 21.32% rwd
T3 trail 33.25% -> 896 [ ] | 2-ATR: 607.93 | - 41% x 6.21% risk
| (6.21% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | META bullish 23 bars
---------------------------- ---- ----- ------- -------- | still early (16th pctile)
TREND (BULL above MA) 28 61% 12.66% +5.25% | This is a buy the dip setup
BUY THE DIP (BULL below) 7 57% 39.50% +19.91% < | -3.60% gain is around typical (35th)
SHORT THE RIP (BEAR above) 27 15% 6.81% -4.28% | most trends still going, 59% WR
TREND (BEAR below MA) 8 62% 18.28% +9.09% | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 6.21% risk) | Stop: 628.15 (3.09% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Microsoft (MSFT) (MSFT) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading MSFT …
10068 rows | 1986-03-13 → 2026-02-27
Regression: 3770 day lookback R²=0.9813
DONCHIAN SLIM - MSFT | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2025-11-06 (bar 76) - TREND
Entry: 495.04 -> Current: 392.74 (+20.67%) Pool: BEAR below 200MA (n=39)
DURATION | RETURN | SUCCESS RATE
Pctile: 92th | Current: 20.67% (97th pctile) | WR: 30.8%
Median: 32 bars Mean: 38 | MFE: 22.89% (retaining 90%) | Surv: 7.7% (>=76 bars)
P75: 44 P90: 71 | Hist med: -4.12% avg: -2.90% | From here: 33% pos (n=3)
| | Med remaining: -3.84%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 495.04) | STOP | EXPECTANCY - TREND
T1 2.08% -> 485 [x] | DC Upper: 438.60 | EV: -3.77% [!]
T2 7.78% -> 457 [x] | (11.68% risk) | WR 31% x 0.00% rwd
T3 trail 12.66% -> 432 [x] | 2-ATR: 414.15 | - 69% x 5.45% risk
| (5.45% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | MSFT bearish 76 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (92th pctile)
TREND (BULL above MA) 80 48% 12.55% +3.10% | This is a trend-following setup
BUY THE DIP (BULL below) 29 55% 16.11% +6.44% | 20.67% move is in the top tier (97th)
SHORT THE RIP (BEAR above) 70 20% 5.90% -3.18% | very few last this long, 31% WR
TREND (BEAR below MA) 39 31% 7.50% -1.47% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 5.45% risk) | Stop: 438.60 (11.68% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ NVIDIA (NVDA) (NVDA) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading NVDA …
6817 rows | 1999-01-22 → 2026-02-27
Regression: 3470 day lookback R²=0.9698
DONCHIAN SLIM - NVDA | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2026-02-25 (bar 2) - TREND
Entry: 195.56 -> Current: 177.19 (-9.39%) Pool: BULL above 200MA (n=51)
DURATION | RETURN | SUCCESS RATE
Pctile: 0th | Current: -9.39% (25th pctile) | WR: 56.9%
Median: 42 bars Mean: 56 | Hist med: 2.65% avg: 14.16% | Surv: 100.0% (>=2 bars)
P75: 78 P90: 120 | | From here: 53% pos (n=51)
| | Med remaining: 2.05%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 195.56) | STOP | EXPECTANCY - TREND
T1 6.93% -> 209 [ ] | DC Lower: 171.03 | EV: +16.94% [+]
T2 17.39% -> 230 [ ] | (3.48% risk) | WR 57% x 35.71% rwd
T3 trail 44.57% -> 283 [ ] | 2-ATR: 163.37 | - 43% x 7.80% risk
| (7.80% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | NVDA bullish 2 bars
---------------------------- ---- ----- ------- -------- | still early (0th pctile)
TREND (BULL above MA) 51 57% 22.96% +9.69% < | This is a trend-following setup
BUY THE DIP (BULL below) 22 50% 27.09% +9.65% | -9.39% return is modest (25th)
SHORT THE RIP (BEAR above) 54 19% 9.09% -4.67% | most trends still going, 57% WR
TREND (BEAR below MA) 20 60% 25.29% +12.05% | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 7.80% risk) | Stop: 171.03 (3.48% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Netflix (NFLX) (NFLX) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading NFLX …
5980 rows | 2002-05-23 → 2026-02-27
Regression: 5000 day lookback R²=0.9304
DONCHIAN SLIM - NFLX | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2026-02-27 (bar 0) - BUY THE DIP
Entry: 96.24 -> Current: 96.24 (+0.00%) Pool: BULL below 200MA (n=19)
DURATION | RETURN | SUCCESS RATE
Pctile: 0th | Current: 0.00% (47th pctile) | WR: 52.6%
Median: 33 bars Mean: 47 | Hist med: 5.33% avg: 17.45% | Surv: 100.0% (>=0 bars)
P75: 63 P90: 92 | | From here: 53% pos (n=19)
| | Med remaining: 5.33%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 96.24) | STOP | EXPECTANCY - BUY THE DIP
T1 8.30% -> 104 [ ] | DC Lower: 75.01 | EV: +9.01% [+]
T2 20.28% -> 116 [ ] | (22.06% risk) | WR 53% x 23.25% rwd
T3 trail 41.18% -> 136 [ ] | 2-ATR: 89.69 | - 47% x 6.81% risk
| (6.81% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | NFLX bullish 0 bars
---------------------------- ---- ----- ------- -------- | still early (0th pctile)
TREND (BULL above MA) 47 49% 19.96% +6.29% | This is a buy the dip setup
BUY THE DIP (BULL below) 19 53% 23.25% +9.01% < | 0.00% gain is around typical (47th)
SHORT THE RIP (BEAR above) 49 18% 7.23% -4.23% | most trends still going, 53% WR
TREND (BEAR below MA) 18 28% 10.64% -1.96% | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 6.81% risk) | Stop: 75.01 (22.06% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Palantir (PLTR) (PLTR) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading PLTR …
1359 rows | 2020-09-30 → 2026-02-27 Regression: 830 day lookback R²=0.9575
DONCHIAN SLIM - PLTR | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-02 (bar 38) - TREND
Entry: 167.86 -> Current: 137.19 (+18.27%) Pool: all BEAR (n=17)
DURATION | RETURN | SUCCESS RATE
Pctile: 59th | Current: 18.27% (94th pctile) | WR: 11.8%
Median: 26 bars Mean: 35 | MFE: 24.80% (retaining 74%) | Surv: 41.2% (>=38 bars)
P75: 42 P90: 65 | Hist med: -19.86% avg: -12.65% | From here: 14% pos (n=7)
| | Med remaining: -10.21%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 167.86) | STOP | EXPECTANCY - TREND
T1 5.26% -> 159 [x] | DC Upper: 165.08 | EV: -10.65% [!]
T2 10.30% -> 151 [x] | (20.33% risk) | WR 12% x 0.00% rwd
T3 trail 15.67% -> 142 [x] | 2-ATR: 153.74 | - 88% x 12.07% risk
| (12.07% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | PLTR bearish 38 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (59th pctile)
TREND (BULL above MA) 11 45% 39.13% +11.21% | This is a trend-following setup
BUY THE DIP (BULL below) - - - - | 18.27% move is in the top tier (94th)
SHORT THE RIP (BEAR above) 8 0% 8.46% -12.07% | ~half have ended by now, 12% WR
TREND (BEAR below MA) 6 33% 19.98% -1.38% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 12.07% risk) | Stop: 165.08 (20.33% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Oracle (ORCL) (ORCL) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading ORCL …
10069 rows | 1986-03-12 → 2026-02-27
Regression: 5000 day lookback R²=0.9308
DONCHIAN SLIM - ORCL | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-21 (bar 26) - TREND
Entry: 173.88 -> Current: 145.40 (+16.38%) Pool: BEAR below 200MA (n=35)
DURATION | RETURN | SUCCESS RATE
Pctile: 49th | Current: 16.38% (91th pctile) | WR: 31.4%
Median: 28 bars Mean: 34 | MFE: 22.22% (retaining 74%) | Surv: 51.4% (>=26 bars)
P75: 47 P90: 62 | Hist med: -5.95% avg: -2.23% | From here: 17% pos (n=18)
| | Med remaining: -5.11%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 173.88) | STOP | EXPECTANCY - TREND
T1 1.96% -> 170 [x] | DC Upper: 171.20 | EV: -7.67% [!]
T2 10.60% -> 155 [x] | (17.74% risk) | WR 31% x 1.00% rwd
T3 trail 18.88% -> 141 [x] | 2-ATR: 162.33 | - 69% x 11.65% risk
| (11.65% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ORCL bearish 26 bars
---------------------------- ---- ----- ------- -------- | developing but has room (49th pctile)
TREND (BULL above MA) 82 49% 13.72% +0.73% | This is a trend-following setup
BUY THE DIP (BULL below) 32 56% 18.66% +5.40% | 16.38% move is in the top tier (91th)
SHORT THE RIP (BEAR above) 79 25% 6.60% -7.03% | ~half have ended by now, 31% WR
TREND (BEAR below MA) 35 31% 10.48% -4.69% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 11.65% risk) | Stop: 171.20 (17.74% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ AMD (AMD) (AMD) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading AMD …
11582 rows | 1980-03-17 → 2026-02-27
Regression: 3370 day lookback R²=0.9131
DONCHIAN SLIM - AMD | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-05 (bar 15) - SHORT THE RIP
Entry: 192.50 -> Current: 200.21 (-4.01%) Pool: BEAR above 200MA (n=68)
DURATION | RETURN | SUCCESS RATE
Pctile: 19th | Current: -4.01% (59th pctile) | WR: 33.8%
Median: 34 bars Mean: 41 | Hist med: -7.37% avg: -1.89% | Surv: 80.9% (>=15 bars)
P75: 55 P90: 92 | | From here: 24% pos (n=54)
| | Med remaining: -5.57%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 192.50) | STOP | EXPECTANCY - SHORT THE RIP
T1 4.40% -> 184 [ ] | DC Upper: 252.65 | EV: -2.91% [!]
T2 12.02% -> 169 [ ] | (26.19% risk) | WR 34% x 15.98% rwd
T3 trail 21.42% -> 151 [ ] | 2-ATR: 225.36 | - 66% x 12.56% risk
| (12.56% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | AMD bearish 15 bars
---------------------------- ---- ----- ------- -------- | still early (19th pctile)
TREND (BULL above MA) 69 35% 17.76% -2.02% | This is a short the rip setup
BUY THE DIP (BULL below) 62 47% 25.53% +5.25% | -4.01% gain is around typical (59th)
SHORT THE RIP (BEAR above) 68 34% 12.61% -4.05% < | most trends still going, 34% WR
TREND (BEAR below MA) 62 42% 17.35% -0.02% | most of the move likely done
(EV = WR x MFE - (1-WR) x 12.56% risk) | Stop: 252.65 (26.19% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ MicroStrategy (MSTR) (MSTR) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading MSTR …
6972 rows | 1998-06-11 → 2026-02-27
Regression: 950 day lookback R²=0.8230
DONCHIAN SLIM - MSTR | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-29 (bar 20) - TREND
Entry: 143.19 -> Current: 129.50 (+9.56%) Pool: BEAR below 200MA (n=33)
DURATION | RETURN | SUCCESS RATE
Pctile: 30th | Current: 9.56% (73th pctile) | WR: 36.4%
Median: 32 bars Mean: 36 | MFE: 27.25% (retaining 35%) | Surv: 69.7% (>=20 bars)
P75: 49 P90: 63 | Hist med: -7.31% avg: -0.78% | From here: 35% pos (n=23)
| | Med remaining: -4.61%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 143.19) | STOP | EXPECTANCY - TREND
T1 4.62% -> 137 [x] | DC Upper: 151.15 | EV: -7.66% [!]
T2 13.84% -> 123 [x] | (16.72% risk) | WR 36% x 9.69% rwd
T3 trail 31.56% -> 98 [ ] | 2-ATR: 152.26 | - 64% x 17.58% risk
| (17.58% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | MSTR bearish 20 bars
---------------------------- ---- ----- ------- -------- | developing but has room (30th pctile)
TREND (BULL above MA) 42 48% 16.85% -1.18% | This is a trend-following setup
BUY THE DIP (BULL below) 34 47% 25.44% +2.67% | 9.56% move is larger than most (73th)
SHORT THE RIP (BEAR above) 42 31% 11.66% -8.53% | ~half have ended by now, 36% WR
TREND (BEAR below MA) 33 36% 16.67% -5.12% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 17.58% risk) | Stop: 151.15 (16.72% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Robinhood (HOOD) (HOOD) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading HOOD …
1151 rows | 2021-07-29 → 2026-02-27 Regression: 620 day lookback R²=0.9399
DONCHIAN SLIM - HOOD | 2026-02-27
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2025-11-20 (bar 66) - TREND
Entry: 106.21 -> Current: 75.85 (+28.58%) Pool: all BEAR (n=9)
DURATION | RETURN | SUCCESS RATE
Pctile: 78th | Current: 28.58% (100th pctile) | WR: 22.2%
Median: 30 bars Mean: 37 | MFE: 34.83% (retaining 82%) | Surv: 22.2% (>=66 bars)
P75: 45 P90: 74 | Hist med: -8.98% avg: -8.25% | From here: 0% pos (n=2)
| | Med remaining: -19.42%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 106.21) | STOP | EXPECTANCY - TREND
T1 5.81% -> 100 [x] | DC Upper: 104.30 | EV: -11.96% [!]
T2 9.94% -> 96 [x] | (37.51% risk) | WR 22% x 2.52% rwd
T3 trail 33.99% -> 70 [x] | 2-ATR: 88.06 | - 78% x 16.10% risk
| (16.10% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | HOOD bearish 66 bars
---------------------------- ---- ----- ------- -------- | getting long in the tooth (78th pctile)
TREND (BULL above MA) 7 86% 67.07% +55.19% | This is a trend-following setup
BUY THE DIP (BULL below) - - - - | 28.58% move is in the top tier (100th)
SHORT THE RIP (BEAR above) 5 20% 0.00% - | majority already reversed, 22% WR
TREND (BEAR below MA) - - - - | most of the move likely done
(EV = WR x MFE - (1-WR) x 16.10% risk) | Stop: 104.30 (37.51% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Circle (CRCL) (CRCL) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading CRCL … 184 rows | 2025-06-05 → 2026-02-27 ⚠ REGRESSION SKIPPED: Not enough rows (184). Need ≥305. DONCHIAN SLIM - CRCL | 2026-02-27 -------------------------------------------------------------------------------------------------------------------------------- BULL since 2026-02-25 (bar 2) - TREND Entry: 83.14 -> Current: 83.44 (+0.36%) Pool: all BULL (n=1)
DURATION | RETURN | SUCCESS RATE
Pctile: 0th | Current: 0.36% (100th pctile) | WR: 0.0%
Median: 22 bars Mean: 22 | MFE: 8.97% (retaining 4%) | Surv: 100.0% (>=2 bars)
P75: 22 P90: 22 | Hist med: -21.28% avg: -21.28% | From here: 0% pos (n=1)
| | Med remaining: -20.47%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 83.14) | STOP | EXPECTANCY - TREND
| DC Lower: 49.90 | Insufficient data
| (40.20% risk) |
| 2-ATR: 71.65 |
| (14.13% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | CRCL bullish 2 bars
---------------------------- ---- ----- ------- -------- | still early (0th pctile)
TREND (BULL above MA) - - - - | This is a trend-following setup
BUY THE DIP (BULL below) - - - - | 0.36% move is in the top tier (100th)
SHORT THE RIP (BEAR above) - - - - | most trends still going, 0% WR
TREND (BEAR below MA) - - - - | most of the move likely done
(EV = WR x MFE - (1-WR) x 14.13% risk) | Stop: 49.90 (40.20% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Bitcoin (BTC) (BTC-USD) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading BTC-USD …
4184 rows | 2014-09-17 → 2026-03-01
Regression: 1360 day lookback R²=0.8845
DONCHIAN SLIM - BTC-USD | 2026-03-01
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-25 (bar 35) - TREND
Entry: 86,572.22 -> Current: 65,682.52 (+24.13%) Pool: BEAR below 200MA (n=12)
DURATION | RETURN | SUCCESS RATE
Pctile: 50th | Current: 24.13% (83th pctile) | WR: 50.0%
Median: 30 bars Mean: 48 | MFE: 30.61% (retaining 79%) | Surv: 50.0% (>=35 bars)
P75: 58 P90: 94 | Hist med: -0.49% avg: 4.63% | From here: 60% pos (n=5)
| | Med remaining: 1.26%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 86,572.22) | STOP | EXPECTANCY - TREND
T1 9.81% -> 78,083 [x] | DC Upper: 70,939.29 | EV: -4.11% [!]
T2 15.67% -> 73,003 [x] | (8.00% risk) | WR 50% x 0.38% rwd
T3 trail 24.98% -> 64,943 [x] | 2-ATR: 71,323.37 | - 50% x 8.59% risk
| (8.59% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | BTC-USD bearish 35 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (50th pctile)
TREND (BULL above MA) 24 58% 24.98% +10.99% | This is a trend-following setup
BUY THE DIP (BULL below) 17 53% 34.98% +14.48% | 24.13% move is larger than most (83th)
SHORT THE RIP (BEAR above) 28 36% 11.81% -1.30% | ~half have ended by now, 50% WR
TREND (BEAR below MA) 12 50% 16.82% +4.12% < | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 8.59% risk) | Stop: 70,939.29 (8.00% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Ethereum (ETH) (ETH-USD) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading ETH-USD …
3035 rows | 2017-11-09 → 2026-03-01
Regression: 2760 day lookback R²=0.6825
DONCHIAN SLIM - ETH-USD | 2026-03-01
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-20 (bar 40) - TREND
Entry: 2,935.61 -> Current: 1,930.54 (+34.24%) Pool: BEAR below 200MA (n=10)
DURATION | RETURN | SUCCESS RATE
Pctile: 70th | Current: 34.24% (90th pctile) | WR: 30.0%
Median: 36 bars Mean: 39 | MFE: 40.43% (retaining 85%) | Surv: 30.0% (>=40 bars)
P75: 44 P90: 80 | Hist med: -9.76% avg: 0.10% | From here: 67% pos (n=3)
| | Med remaining: 16.01%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 2,935.61) | STOP | EXPECTANCY - TREND
T1 5.98% -> 2,760 [x] | DC Upper: 2,145.51 | EV: -8.24% [!]
T2 9.11% -> 2,668 [x] | (11.14% risk) | WR 30% x 0.00% rwd
T3 trail 23.92% -> 2,233 [x] | 2-ATR: 2,157.89 | - 70% x 11.78% risk
| (11.78% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ETH-USD bearish 40 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (70th pctile)
TREND (BULL above MA) 11 55% 29.18% +10.56% | This is a trend-following setup
BUY THE DIP (BULL below) 16 50% 29.40% +8.81% | 34.24% move is in the top tier (90th)
SHORT THE RIP (BEAR above) 16 38% 17.81% -0.68% | majority already reversed, 30% WR
TREND (BEAR below MA) 10 30% 13.00% -4.34% < | history favours more (67%)
(EV = WR x MFE - (1-WR) x 11.78% risk) | Stop: 2,145.51 (11.14% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Solana (SOL) (SOL-USD) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading SOL-USD …
2152 rows | 2020-04-10 → 2026-03-01
Regression: 1240 day lookback R²=0.6751
DONCHIAN SLIM - SOL-USD | 2026-03-01
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-25 (bar 35) - TREND
Entry: 118.77 -> Current: 82.94 (+30.17%) Pool: BEAR below 200MA (n=10)
DURATION | RETURN | SUCCESS RATE
Pctile: 40th | Current: 30.17% (80th pctile) | WR: 30.0%
Median: 38 bars Mean: 41 | MFE: 42.17% (retaining 72%) | Surv: 60.0% (>=35 bars)
P75: 57 P90: 63 | Hist med: -3.87% avg: 3.45% | From here: 17% pos (n=6)
| | Med remaining: -5.31%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 118.77) | STOP | EXPECTANCY - TREND
T1 16.77% -> 99 [x] | DC Upper: 91.08 | EV: -7.52% [!]
T2 20.13% -> 95 [x] | (9.80% risk) | WR 30% x 5.31% rwd
T3 trail 41.28% -> 70 [x] | 2-ATR: 93.74 | - 70% x 13.02% risk
| (13.02% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | SOL-USD bearish 35 bars
---------------------------- ---- ----- ------- -------- | developing but has room (40th pctile)
TREND (BULL above MA) 9 33% 40.90% +4.96% | This is a trend-following setup
BUY THE DIP (BULL below) 11 55% 40.19% +16.00% | 30.17% move is larger than most (80th)
SHORT THE RIP (BEAR above) 9 33% 24.50% -0.51% | ~half have ended by now, 30% WR
TREND (BEAR below MA) 10 30% 26.06% -1.29% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 13.02% risk) | Stop: 91.08 (9.80% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ BNB (BNB-USD) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading BNB-USD …
3035 rows | 2017-11-09 → 2026-03-01
Regression: 3030 day lookback R²=0.8162
DONCHIAN SLIM - BNB-USD | 2026-03-01
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-31 (bar 29) - TREND
Entry: 780.48 -> Current: 612.42 (+21.53%) Pool: BEAR below 200MA (n=14)
DURATION | RETURN | SUCCESS RATE
Pctile: 29th | Current: 21.53% (79th pctile) | WR: 35.7%
Median: 40 bars Mean: 43 | MFE: 26.11% (retaining 82%) | Surv: 71.4% (>=29 bars)
P75: 52 P90: 83 | Hist med: -4.76% avg: 1.21% | From here: 20% pos (n=10)
| | Med remaining: -5.34%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 780.48) | STOP | EXPECTANCY - TREND
T1 4.38% -> 746 [x] | DC Upper: 640.96 | EV: -3.92% [!]
T2 11.83% -> 688 [x] | (4.66% risk) | WR 36% x 3.58% rwd
T3 trail 29.97% -> 547 [ ] | 2-ATR: 662.00 | - 64% x 8.10% risk
| (8.10% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | BNB-USD bearish 29 bars
---------------------------- ---- ----- ------- -------- | developing but has room (29th pctile)
TREND (BULL above MA) 15 40% 23.37% +4.49% | This is a trend-following setup
BUY THE DIP (BULL below) 13 54% 24.29% +9.34% | 21.53% move is larger than most (79th)
SHORT THE RIP (BEAR above) 14 36% 18.57% +1.43% | most trends still going, 36% WR
TREND (BEAR below MA) 14 36% 15.39% +0.29% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 8.10% risk) | Stop: 640.96 (4.66% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ TRON (TRX) (TRX-USD) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading TRX-USD …
3034 rows | 2017-11-09 → 2026-02-28
Regression: 1210 day lookback R²=0.9506
DONCHIAN SLIM - TRX-USD | 2026-02-28
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2026-02-21 (bar 7) - BUY THE DIP
Entry: 0.29 -> Current: 0.28 (-2.19%) Pool: BULL below 200MA (n=11)
DURATION | RETURN | SUCCESS RATE
Pctile: 9th | Current: -2.19% (45th pctile) | WR: 45.5%
Median: 38 bars Mean: 51 | MFE: 0.74% (retaining -297%) | Surv: 90.9% (>=7 bars)
P75: 56 P90: 84 | Hist med: -1.37% avg: 8.09% | From here: 50% pos (n=10)
| | Med remaining: 3.43%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 0.29) | STOP | EXPECTANCY - BUY THE DIP
T1 6.48% -> 0 [ ] | DC Lower: 0.27 | EV: +15.06% [+]
T2 29.36% -> 0 [ ] | (3.10% risk) | WR 45% x 36.66% rwd
T3 trail 65.16% -> 0 [ ] | 2-ATR: 0.27 | - 55% x 2.94% risk
| (2.94% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | TRX-USD bullish 7 bars
---------------------------- ---- ----- ------- -------- | still early (9th pctile)
TREND (BULL above MA) 14 64% 30.22% +18.38% | This is a buy the dip setup
BUY THE DIP (BULL below) 11 45% 33.67% +13.70% < | -2.19% gain is around typical (45th)
SHORT THE RIP (BEAR above) 16 38% 14.77% +3.70% | most trends still going, 45% WR
TREND (BEAR below MA) 10 40% 15.46% +4.42% | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 2.94% risk) | Stop: 0.27 (3.10% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Sui (SUI) (SUI-USD) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading SUI-USD …
810 rows | 2022-03-18 → 2024-06-04 Regression: 470 day lookback R²=0.6905
DONCHIAN SLIM - SUI-USD | 2024-06-04
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2024-04-12 (bar 53) - TREND
Entry: 0.00 -> Current: 0.00 (-14.94%) Pool: all BEAR (n=5)
DURATION | RETURN | SUCCESS RATE
Pctile: 80th | Current: -14.94% (40th pctile) | WR: 20.0%
Median: 39 bars Mean: 59 | MFE: 54.02% (retaining -28%) | Surv: 20.0% (>=53 bars)
P75: 46 P90: 122 | Hist med: -14.26% avg: -37.65% | From here: 100% pos (n=1)
| | Med remaining: 21.14%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 0.00) | STOP | EXPECTANCY - TREND
| DC Upper: 0.00 | Insufficient data
| (130.00% risk) |
| 2-ATR: 0.00 |
| (51.73% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | SUI-USD bearish 53 bars
---------------------------- ---- ----- ------- -------- | getting long in the tooth (80th pctile)
TREND (BULL above MA) - - - - | This is a trend-following setup
BUY THE DIP (BULL below) - - - - | -14.94% gain is around typical (40th)
SHORT THE RIP (BEAR above) - - - - | very few last this long, 20% WR
TREND (BEAR below MA) - - - - | history favours more (100%)
(EV = WR x MFE - (1-WR) x 51.73% risk) | Stop: 0.00 (130.00% away)
================================================================================ SUMMARY — BEST-FIT REGRESSION FOR ALL TICKERS ================================================================================ Ticker Name Lookback R² P-Value -------------------------------------------------------------------------------- ^GSPC S&P 500 4240 0.9809 0.00e+00 ^NDX Nasdaq 100 4250 0.9846 0.00e+00 ^RUT Russell 2000 4180 0.9085 0.00e+00 ES=F S&P 500 Futures (ES) 4240 0.9812 0.00e+00 NQ=F Nasdaq 100 Futures (NQ) 4250 0.9849 0.00e+00 SMH Semiconductors (SMH) 3660 0.9758 0.00e+00 MAGS Magnificent 7 (MAGS) 720 0.9373 0.00e+00 XLK Tech Select (XLK) 4380 0.9846 0.00e+00 URA Uranium (URA) 1810 0.8624 0.00e+00 DX-Y.NYB US Dollar Index (DXY) 4650 0.7604 0.00e+00 USDJPY=X USD/JPY 1740 0.8569 0.00e+00 EURUSD=X EUR/USD 340 0.7751 1.56e-111 GC=F Gold 610 0.9631 0.00e+00 SI=F Silver 300 0.8280 6.22e-116 NG=F Natural Gas 520 0.5825 2.51e-100 CL=F Crude Oil (WTI) 510 0.7803 2.69e-169 HG=F Copper 2670 0.7855 0.00e+00 PL=F Platinum 300 0.8993 1.37e-150 PA=F Palladium 300 0.8660 4.16e-132 GOOGL Alphabet (GOOGL) 4390 0.9775 0.00e+00 AMZN Amazon (AMZN) 5000 0.9615 0.00e+00 AAPL Apple (AAPL) 5000 0.9752 0.00e+00 TSLA Tesla (TSLA) 3940 0.9118 0.00e+00 META Meta (META) 930 0.8725 0.00e+00 MSFT Microsoft (MSFT) 3770 0.9813 0.00e+00 NVDA NVIDIA (NVDA) 3470 0.9698 0.00e+00 NFLX Netflix (NFLX) 5000 0.9304 0.00e+00 PLTR Palantir (PLTR) 830 0.9575 0.00e+00 ORCL Oracle (ORCL) 5000 0.9308 0.00e+00 AMD AMD (AMD) 3370 0.9131 0.00e+00 MSTR MicroStrategy (MSTR) 950 0.8230 0.00e+00 HOOD Robinhood (HOOD) 620 0.9399 0.00e+00 BTC-USD Bitcoin (BTC) 1360 0.8845 0.00e+00 ETH-USD Ethereum (ETH) 2760 0.6825 0.00e+00 SOL-USD Solana (SOL) 1240 0.6751 1.54e-304 BNB-USD BNB 3030 0.8162 0.00e+00 TRX-USD TRON (TRX) 1210 0.9506 0.00e+00 SUI-USD Sui (SUI) 470 0.6905 2.87e-121 ⚠ Skipped 1 ticker(s): CRCL Circle (CRCL) regression: Not enough rows (184). Need ≥305.
